Prediction in Generalized Least Squares

Authors
Riddell, Wm. Craig
Citation
Riddell, Wm. Craig, Prediction in Generalized Least Squares, American statistician , 31(2), 1977, pp. 88-90
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
31
Issue
2
Year of publication
1977
Pages
88 - 90
Database
ACNP
SICI code
Abstract
An alternative derivation of the best linear unbiased predictor for the general linear model (in which the errors are nonspherical) is provided.This derivation is simpler than the original version due to Goldberger [3], and may be preferable for instructional purposes.