Work

A matrix approach to compare BLUEs under a linear regression model and its two competing restricted models with applications

Year: 2025

Type: article

Abstract: Suppose that a weakly singular linear regression model M {\mathscr{M}} and its two competing restricted models M 1 {{\mathscr{M}}}_{1} and M 2 {{\mathscr{M}}}_{2} are given. We first compare the superiorities of the best linear unbiased estimators (BLUEs) under M {\mathscr{M}} and M 1 {{\mathscr{M}}}_{1} related to the covariance matrix criterion and derive some necessary and sufficient conditions. Based on these conditions and the covariance matrix criterion, we then compare the superiorities of the BLUEs under M 1 {{\mathscr{M}}}_{1} and M 2 {{\mathscr{M}}}_{2} and obtain some results. We finally apply these results to measure the influence of an observation on the BLUE.

Source: Demonstratio Mathematica

DOI: 10.1515/dema-2025-0152

Author: Xingwei Ren

Institutions: Anhui University of Science and Technology, Anhui Science and Technology University

Language: English

Topic: Advanced Statistical Methods and Models

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $1,187

OpenAlex ID: W4412737438

FWCI:

Cites: 33

Cited by:

Related to: 10