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A final twist on the equality of OLS and GLS

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Abstract

This note generalizes various previous results on the equality of OLS and GLS in the General Linear Regression Model.

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References

  • Krämer, Walter (1980): A note on the equality of ordinary least squares and Gauss-Markov estimates in the general linear model.Sankhya A, 130–131.

  • Krämer, Walter;Bartels, Robert andFiebig, Denzil G. (1996): Another twist on the equality of OLS and GLS.Statistical Papers 37, 277–281.

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  • Kruskal, William (1968): When are Gauss-Markov and least squares estimators identical? A coordinate-free approach.Annals of Mathematical Statistics 39, 70–75.

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  • Puntanen, Simo andStyan, George P.H. (1989): The equality of the ordinary least squares estimator and the best linear unbiased estimator (with discussion).The American Statistician 43, 153–163.

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Authors and Affiliations

  1. Institut für Statistik, Universität Dortmund, D-44227, Dortmund, Germany

    Andreas Jaeger & Walter Krämer

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  1. Andreas Jaeger
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  2. Walter Krämer
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Jaeger, A., Krämer, W. A final twist on the equality of OLS and GLS. Statistical Papers 39, 321–324 (1998). https://doi.org/10.1007/BF02929707

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  • DOI: https://doi.org/10.1007/BF02929707

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