A Study of the Equivalence of the BLUEs between a Partitioned Singular Linear Model and Its Reduced Singular Linear Models |
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Authors: | Email author" target="_blank">Bao?Xue?ZhangEmail author Bai?Sen?Liu Chang?Yu?Lu |
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Institution: | (1) Department of Applied Mathematics, Beijing Institute of Technology, Beijing, 100081, P. R. China;(2) Institute of Mathematics, Fudan University, Shanghai, 200433, P. R. China;(3) Department of Mathematics, Tianjin University, Tianjin, 300072, P. R. China;(4) Department of Statistics, East China Normal University, Shanghai, 200062, P. R. China |
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Abstract: | Abstract
Consider the partitioned linear regression model
and its four reduced linear models, where y is an n × 1 observable random vector with E(y) = Xβ and dispersion matrix Var(y) = σ2
V, where σ2 is an unknown positive scalar, V is an n × n known symmetric nonnegative definite matrix, X = (X
1 : X
2) is an n×(p+q) known design matrix with rank(X) = r ≤ (p+q), and β = (β′ 1: β′2 )′ with β1 and β2 being p×1 and q×1 vectors of unknown parameters, respectively. In this article the formulae for the differences between the best linear unbiased
estimators of M
2
X
1β1under the model
and its best linear unbiased estimators under the reduced linear models of
are given, where M
2 = I -X
2
X
2
+ . Furthermore, the necessary and sufficient conditions for the equalities between the best linear unbiased estimators of
M
2
X
1β1 under the model
and those under its reduced linear models are established. Lastly, we also study the connections between the model
and its linear transformation model.
*This work is supported by the National Natural Science Foundation of China, Tian Yuan Special Foundation (No. 10226024),
Postdoctoral Foundation of China and Lab. of Math. for Nonlinear Sciences at Fudan University.
This research is supported in part by The International Organizing Committee and The Local Organizing Committee at the University
of Tampere for this Workshop
**The work is supported in part by an NSF grant of China.
Results in this paper were presented by the first author at The Eighth International Workshop on Matrices and Statistics:
Tampere, Finland, August 1999 |
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Keywords: | Singular partitioned linear model Best linear unbiased estimator Linear transformation model Projector |
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