A comparison between two competing fixed parameter constrained general linear models with new regressors. Issue 4 (4th July 2018)

• Record Type: Journal Article
• Authors: Lu, Changli; Sun, Yuqin; Tian, Yongge
• Is Part Of: Statistics. Volume 52:Issue 4(2018)
• Page Start: 769
• Page End: 781
• Publication Date: 2018-07-04
• Subjects: General linear models -- linear restriction -- new regressor -- BLUE -- decomposition identity; 62H12 -- 62J05 -- 62J10; Mathematical statistics -- Periodicals; 519.505
• DOI: 10.1080/02331888.2018.1469021
• Languages: English
• ISSNs: 0233-1888

Abstract

ABSTRACT: Assume that two competing general linear models with fixed coefficients and identical parameter restrictions are given by adding new or deleting existing unknown parameters. In this situation, estimators of the parametric functions in the contexts of the two competing models are not necessarily the same. We consider the relationships between the best linear unbiased estimators (BLUEs) of parametric functions under these two competing constricted general linear models, and derive necessary and sufficient conditions for their BLUEs to be equal.