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Some equalities for estimations of partial coefficients under a general linear regression model

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Abstract

Estimations of partial coefficients in a general regression models involve some complicated operations of matrices and their generalized inverses. In this note, we use the matrix rank method to derive necessary and sufficient conditions for the ordinary least-squares estimator and the best linear unbiased estimator of partial coefficients in a general linear regression model to equal.

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Authors and Affiliations

  1. China Economics and Management Academy, Central University of Finance and Economics, Beijing, 100081, China

    Yongge Tian

  2. School of Economics, Shanghai University of Finance and Economics, Shanghai, 200433, China

    Jieping Zhang

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  1. Yongge Tian
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  2. Jieping Zhang
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Correspondence to Yongge Tian.

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Tian, Y., Zhang, J. Some equalities for estimations of partial coefficients under a general linear regression model. Stat Papers 52, 911–920 (2011). https://doi.org/10.1007/s00362-009-0298-5

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  • DOI: https://doi.org/10.1007/s00362-009-0298-5

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