PARTIALLY SUPERFLUOUS OBSERVATIONS

PARTIALLY SUPERFLUOUS OBSERVATIONS

Necessary and sufficient conditions are established for the second subsample to be partially redundant given the first subsample for the best linear unbiased estimator of a subset of the coefficient vector of a general linear regression model.We thank the Co-editor for his very helpful comments on a...

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Veröffentlicht in:Econometric theory 2006-06, Vol.22 (3), p.529-536
Hauptverfasser: Qian, Hailong, Tian, Yongge
Format: Artikel
Sprache:eng
Schlagworte:
Covariance matrices
Data analysis
Data collection
Econometric models
Econometrics
Economic models
Estimators
Mathematical models
NOTES AND PROBLEMS
Regression analysis
Regression coefficients
Sample size
Studies
Sufficient conditions
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Beschreibung
Zusammenfassung:Necessary and sufficient conditions are established for the second subsample to be partially redundant given the first subsample for the best linear unbiased estimator of a subset of the coefficient vector of a general linear regression model.We thank the Co-editor for his very helpful comments on an earlier draft.
ISSN:0266-4666
1469-4360
DOI:10.1017/S0266466606060269