On the equivalence of estimations under a general linear model and its transformed models |
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| Authors: | Yongge Tian Simo Puntanen |
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| Institution: | a China Economics and Management Academy, Central University of Finance and Economics, Beijing 100081, China
b Department of Mathematics and Statistics, FI-33014, University of Tampere, Tampere, Finland |
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| Abstract: | Some necessary and sufficient conditions are given for two equalities of ordinary least-squares estimators and best linear unbiased estimators of an estimable vector of parametric functions under a general linear model and its transformed linear model to hold |
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| Keywords: | 62J05 62F30 15A09 |
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