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Revisiting the BLUE in a linear model via proper eigenvectors
Authors:
- Jan Hauke,
- Augustyn Markiewicz,
- Simo Puntanen
Abstract
We consider two linear models, M1 = {y, XʃÀ, V1} andM2 = {y, XʃÀ, V2}, having different covariance matrices. Our main interest lies in question whether aparticular given BLUE under M1 continues to be a BLUE under M2. We give athorough proof of a result originally due to Mitra and Moore (SankhyšPa, Ser. A35:139.152, 1973). While doing this, we will review some useful properties of theproper eigenvalues in the spirit of Rao and Mitra (Generalized Inverse of Matricesand Its Applications, 1971).
- Record ID
- UAM1c1ca0df477e446c8e8f18ff1c3f2d2d
- Author
- Pages
- 73-83
- Book
- Combinatorial Matrix Theory and Generalized Inverses of Matrices, 2013, 73-83 p., ISBN 9788132210528
- DOI
- DOI:10.1007/978-81-322-1053-5_7 Opening in a new tab
- Language
- (en) English
- Score (nominal)
- 0
- Score
- = 0.0, 14-10-2021, MonographChapterAuthor
- Publication indicators
- = 3; = 3
- Citation count
- 3
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- Uniform Resource Identifier
- https://researchportal.amu.edu.pl/info/article/UAM1c1ca0df477e446c8e8f18ff1c3f2d2d/
- URN
urn:amu-prod:UAM1c1ca0df477e446c8e8f18ff1c3f2d2d
* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or PerishOpening in a new tab system.