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Article

Keywords:
Regular linear regression model; nuisance parameters; BLUE; constraints
Summary:
The properties of the regular linear model are well known (see [1], Chapter 1). In this paper the situation where the vector of the first order parameters is divided into two parts (to the vector of the useful parameters and to the vector of the nuisance parameters) is considered. It will be shown how the BLUEs of these parameters will be changed by constraints given on them. The theory will be illustrated by an example from the practice.
References:
[1] Kubáček L., Kubáčková L., Volaufová J.: Statistical models with linear structures. : Veda, Publishing House of the Slovak Academy of Sciences, Bratislava. 1995.
[2] Kubáček L., Kubáčková L.: Statistics, Metrology. : Publishing House of Palacký University, Olomouc. 2000, (in Czech).
[3] Nordström K., Fellman J.: Characterizations and Dispersion-Matrix Robustness of Efficiently Estimable Parametric Functionals in Linear Models with Nuisance Parameters. Linear Algebra and its Applications 127 (1990), 341–361. MR 1048807 | Zbl 0709.62063
[4] Korbašová M., Marek J.: Connecting Measurements in Surveying and its Problems. In: Proceedings of INGEO 2004 and FIG Regional Central and Eastern European Conference on Engineering Surveying, Bratislava, Slovakia, November 11–13, 2004.
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