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Partially Superfluous Observations

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  • Qian, Hailong
  • Tian, Yongge

Abstract

Necessary and sufficient conditions are established for the second subsample to be partially redundant given the first subsample for the best linear unbiased estimator of a subset of the coefficient vector of a general linear regression model.We thank the Co-editor for his very helpful comments on an earlier draft.

Suggested Citation

  • Qian, Hailong & Tian, Yongge, 2006. "Partially Superfluous Observations," Econometric Theory, Cambridge University Press, vol. 22(3), pages 529-536, June.
    • Handle: RePEc:cup:etheor:v:22:y:2006:i:03:p:529-536_06
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    Cited by:

    1. Yongge Tian & Jieping Zhang, 2011. "Some equalities for estimations of partial coefficients under a general linear regression model," Statistical Papers, Springer, vol. 52(4), pages 911-920, November.
    2. Yuqin Sun & Rong Ke & Yongge Tian, 2014. "Some overall properties of seemingly unrelated regression models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(2), pages 103-120, April.

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