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Some equalities for estimations of partial coefficients under a general linear regression model. (English) Zbl 1229.62075
Summary: Estimations of partial coefficients in general regression models involve some complicated operations of matrices and their generalized inverses. 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.

MSC:
62H12 Estimation in multivariate analysis
62J05 Linear regression; mixed models
15A09 Theory of matrix inversion and generalized inverses
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