On some alternative forms equivalent to Kruskal's condition for OLSE to be BLUE

Autores: Gabriela Beganu
Localización: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas ( RACSAM ), ISSN-e 1578-7303, Vol. 101, Nº. 2, 2007, págs. 159-166
Idioma: inglés
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Resumen
- The necessary and sufficient condition for the ordinary least squares estimators (OLSE) to be the best linear unbiased estimators (BLUE) of the expected mean in the general univariate linear regression model was given by Kruskal (1968) using a coordinate-free approach. The purpose of this article is to present in the same manner some alternative forms of this condition and to prove two of the Haberman's equivalent conditions in a different and simpler way. The results obtained in the general univariate linear regression model are applied to a family of multivariate growth curve models for which the problem of the equality between OLSE and BLUE is treated in a coordinate-free approach.