On equalities between BLUES, WLSEs, and SLSEs
- 1 June 1983
- journal article
- Published by Wiley in The Canadian Journal of Statistics / La Revue Canadienne de Statistique
- Vol. 11 (2) , 119-123
- https://doi.org/10.2307/3314978
Abstract
Necessary and sufficient conditions for equalities between the best linear unbiased estimator, the weighted least‐squares estimator, and the simple least‐squares estimator of the expectation vector in a general Gauss‐Markoff model are given in some alternative formulations. The main result states, somewhat surprisingly, that the weighted least‐squares estimator cannot be identical with the simple least‐squares estimator unless they both coincide with the best linear unbiased estimator.Keywords
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