Estimation of an unobservable parameters in the type II constraints in singular linear regression model

Mathematica Slovaca

Lubomír Kubáček¹ 

关键词: linear regression model;    type II constraints;    BLUE;   

DOI  :  10.2478/s12175-010-0043-5

学科分类：数学（综合）

来源: Slovenska Akademia Vied * Matematicky Ustav / Slovak Academy of Sciences, Mathematical Institute

【 摘 要 】

In regular linear regression model with the type II constraints the unobservable parameters in the constraints can be estimated by the BLUE of the observable parameters. The BLUE respects the constraints. If the estimator of the observable parameters which is the BLUE in the model without constraints is used, then the estimator of the unobservable parameters is the same.A problem is whether this is valid in the case of a singular model.

【 授权许可】

Unknown