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Some remarks on general linear model with new regressors. (English) Zbl 1312.62091
Summary: Assume that an original general linear model is misspecified by adding some new regressors. We investigate in such a case relationships between the best linear unbiased estimators under the two models. In particular, we give necessary and sufficient conditions for the best linear unbiased estimators to be equal under the two models.

MSC:
62J05 Linear regression; mixed models
62H12 Estimation in multivariate analysis
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