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Estimations of parametric functions under a general linear model and its restricted models involve some complicated operations of matrices and their generalized inverses. In the past several years, a powerful tool—the matrix rank method was utilized to manipulate various complicated matrix expressions that involve generalized inverses of matrices. In this paper, we use this method to derive necessary...
This paper studies relationships between the best linear unbiased estimators (BLUEs) of an estimable parametric functions Kβ under the Gauss-Markov model {y, Xβ, σ2Σ} and its misspecified model {y, X0β, σ2Σ0}. In addition, relationships between BLUEs under a restricted Gauss-Markov model and its misspecified model are also investigated.
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