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On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models
Institution:1. 231 W. Hancock St, Campus Box 17, Department of Mathematics, Georgia College & State University, Milledgeville, GA 31061, United States;2. 221 Parker Hall, Department of Mathematics and Statistics, Auburn University, Auburn, Al 36849, United States;1. Department of Mathematics and Statistics, Concordia University, Montréal, QC H3G 1M8, Canada;2. Department of Mathematical Sciences, Central Connecticut State University, 1615 Stanley Street, New Britain, CT 06050, USA;1. Fachbereich Mathematik, Technische Universität Kaiserslautern, Erwin-Schrödinger Straße, 67653 Kaiserslautern, Germany;2. Fachgruppe Stochastik am Mathematischen Seminar, Christian-Albrechts-Universität zu Kiel, Ludewig-Meyn-Straße 4, 24098 Kiel, Germany;3. Department of Mathematics, SPST, University of Hamburg, Bundesstrasse 55, 20146 Hamburg, Germany;4. School of Mathematical Sciences, Dublin City University, Dublin 9, Ireland
Abstract:Necessary and sufficient conditions are derived for the equalities of the best linear unbiased estimators (BLUEs) of parametric functions under a general linear model and its restricted and stochastically restricted models to hold.
Keywords:General linear model  Stochastically restricted model  Equality  Restricted model  BLUE
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