ON AN IDENTITY DERIVED FROM UNBIASEDNESS IN LINEAR-MODELS

Authors
MCCULLOCH CE SEARLE SR
Citation
Ce. Mcculloch et Sr. Searle, ON AN IDENTITY DERIVED FROM UNBIASEDNESS IN LINEAR-MODELS, The American statistician, 49(1), 1995, pp. 39-42
Citations number
6
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
The American statistician → ACNP
ISSN journal
00031305
Volume
49
Issue
1
Year of publication
1995
Pages
39 - 42
Database
ISI
SICI code
0003-1305(1995)49:1<39:OAIDFU>2.0.ZU;2-J
Abstract
Difficulties associated with deriving AX = X as a necessary condition from Ay + c being an unbiased estimator of X beta are discussed in ter ms of the linear model y similar to (X beta, V). We demonstrate two in stances in which AX = X and c = 0 are not necessary conditions but the n argue that these can be ignored in practice. Excluding these possibi lities leads to AX = X and c = 0 being necessary.