Plane Answers to Complex Questions pp 213-236 | Cite as
Estimation and Testing in General Gauss-Markov Models
Chapter
Abstract
A general Gauss-Markov model is a model , where V is a known matrix. Linear models can be divided into four categories depending on the assumptions made about V:
$$Y = X\beta + e,E(e) = 0,Cov(e) = {\sigma ^2}V$$
- (a)
V is an identity matrix,
- (b)
V is nonsingular,
- (c)
V is possibly singular but C(X)⊂ C(V),
- (d)
V is possibly singular.
Keywords
Unbiased Estimate Consistent Estimate Geometric Aspect Linear Unbiased Estimate Well Linear Unbiased Estimate
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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Copyright information
© Springer Science+Business Media New York 1996