Estimation of an unobservable parameters in the type II constraints in singular linear regression model

Year, pages: 2010, 739 - 749

In regular linear regression model with the type II constraints the unobservable parameters in the constraints can be estimated by the BLUE of the observable parameters. The BLUE respects the constraints. If the estimator of the observable parameters which is the BLUE in the model without constraints is used, then the estimator of the unobservable parameters is the same. A problem is whether this is valid in the case of a singular model.

Kubáček, L. 2010. Estimation of an unobservable parameters in the type II constraints in singular linear regression model. In Mathematica Slovaca, vol. 60, no.5, pp. 739-749. 0139-9918. DOI: https://doi.org/10.2478/s12175-010-0043-5

Kubáček, L. (2010). Estimation of an unobservable parameters in the type II constraints in singular linear regression model. Mathematica Slovaca, 60(5), 739-749. 0139-9918. DOI: https://doi.org/10.2478/s12175-010-0043-5