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On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model

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  • Tian, Yongge
  • Zhang, Xuan

Abstract

This paper presents a new investigation to the connections among the ordinary least squares estimators (OLSEs) and the best linear unbiased estimators (BLUEs) of the whole and partial mean parameter vectors in a multiple partitioned linear model. We first give some general results on the equivalence of the OLSEs and the BLUEs under a general linear model, and derive some new facts on the connections among the OLSEs and the BLUEs of the whole and partial mean parameter vectors in the model.

Suggested Citation

  • Tian, Yongge & Zhang, Xuan, 2016. "On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 105-112.
    • Handle: RePEc:eee:stapro:v:112:y:2016:i:c:p:105-112
    DOI: 10.1016/j.spl.2016.01.019
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    References listed on IDEAS

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    1. Stephen Haslett & Simo Puntanen, 2011. "On the equality of the BLUPs under two linear mixed models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 74(3), pages 381-395, November.
    2. 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.
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    6. Tian, Yongge & Jiang, Bo, 2016. "Equalities for estimators of partial parameters under linear model with restrictions," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 299-313.
    7. Stephen Haslett & Jarkko Isotalo & Yonghui Liu & Simo Puntanen, 2014. "Equalities between OLSE, BLUE and BLUP in the linear model," Statistical Papers, Springer, vol. 55(2), pages 543-561, May.
    8. Stephen Haslett & Simo Puntanen, 2010. "Equality of BLUEs or BLUPs under two linear models using stochastic restrictions," Statistical Papers, Springer, vol. 51(2), pages 465-475, June.
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    Cited by:

    1. Yongge Tian & Bo Jiang, 2017. "Quadratic properties of least-squares solutions of linear matrix equations with statistical applications," Computational Statistics, Springer, vol. 32(4), pages 1645-1663, December.
    2. Bo Jiang & Yuqin Sun, 2019. "On the equality of estimators under a general partitioned linear model with parameter restrictions," Statistical Papers, Springer, vol. 60(1), pages 273-292, February.

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