| Title:
|
Multistage regression model (English) |
| Author:
|
Kubáček, Lubomír |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
31 |
| Issue:
|
2 |
| Year:
|
1986 |
| Pages:
|
89-96 |
| Summary lang:
|
English |
| Summary lang:
|
Russian |
| Summary lang:
|
Slovak |
| . |
| Category:
|
math |
| . |
| Summary:
|
Necessary and sufficient conditions are given under which the best linear unbiased estimator (BLUE) $\hat{\beta}_i(Y_1,\dots, Y_i)$ is identical with the BLUE $\hat{\beta}_i(\hat{\beta}_1,\dots, \hat{\beta}_{i-1}, Y_i)$; $Y_1\dots, Y_i$ are subvectors of the random vector $Y$ in a general regression model $(Y, X\beta,\sum)$, $(\beta'_1,\dots,\beta'_i)'=\beta$ a vector of unknown parameters; the design matrix $X$ having a special so called multistage struture and the covariance matrix $\sum$ are given. (English) |
| Keyword:
|
mixed linear model |
| Keyword:
|
necessary and sufficient conditions |
| Keyword:
|
best linear unbiased estimator |
| Keyword:
|
BLUE |
| Keyword:
|
multistage structure |
| Keyword:
|
regression model |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 0595.62062 |
| idMR:
|
MR0837470 |
| DOI:
|
10.21136/AM.1986.104189 |
| . |
| Date available:
|
2008-05-20T18:29:30Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/104189 |
| . |
| Reference:
|
[1] Lubomír Kubáček: Efficient estimates of points in a net constructed in stages.Studia geoph. et geod. 15, 1971, 246-253. |
| Reference:
|
[2] Lubomír Kubáček: Locally best quadratic estimators.Math. Slovaca 35, 1985, 393 - 408. MR 0820638 |
| Reference:
|
[3] C. R. Rao: Linear Statistical Inference and Its Applications.J. Wiley, N. York 1965. Zbl 0137.36203, MR 0221616 |
| Reference:
|
[4] С. R. Rao S. K. Mitra: Generalized Inverse of Matrices and Its Applications.J. Wiley, N. York 1971. MR 0338013 |
| Reference:
|
[5] Júlia Volaufová: Estimation of mean and variance in two-stage linear models.(To appear in Aplikace matematiky.) |
| . |
