Estimation in singular partitioned, reduced or transformed linear models

A singular partitioned linear model, i.e. the singular model comprising the main parameters and the nuisance parameters, can be reduced, or transformed to the form in which only linear functions concerning main parameters are involved. In the paper some properties of the best linear unbiased estimat...

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Bibliographic Details
Published in:Statistical papers (Berlin, Germany) Germany), 2009-06, Vol.50 (3), p.633-638
Main Authors: Kala, Radosław, Pordzik, Paweł
Format: Article
Language:English
Subjects:
Economic Theory/Quantitative Economics/Mathematical Methods
Economics
Equality
Estimating techniques
Finance
Generalized linear models
Insurance
Management
Markov analysis
Mathematics and Statistics
Operations Research/Decision Theory
Probability Theory and Stochastic Processes
Statistical methods
Statistics
Statistics for Business
Studies
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Summary:A singular partitioned linear model, i.e. the singular model comprising the main parameters and the nuisance parameters, can be reduced, or transformed to the form in which only linear functions concerning main parameters are involved. In the paper some properties of the best linear unbiased estimators of these functions following from these models are considered.
ISSN:0932-5026
1613-9798
DOI:10.1007/s00362-007-0097-9