A note on the interpretation of the equality of OSLE and BLUE | [Pakistan Journal of Statistics • 2010]

Author(s):

1. Augustyn Markiewicz: Department of Mathematical & Statistical Methematical & Statistical Methods, Poznan University of Life Sciences, Poznan, POLAND

2. Simo Puntanen: Department of Mathematical & Statistical Methematical & Statistical Methods, Univeristy of Tampere, Tampere, FINLAND

3. George P.H. Styan: Department of Mathematical & Statistical Methematical & Statistical Methods, McGill University, Montreal, CANADA

Abstract:

In this paper we consider the linear model {y, Xβ, σ2V, where X has full column rank. Denote the ordinary least squares estimator (OLSE) of β as β and the best linear unbiased estimators (BLUE) of β as β. Then in the statistical literature it is common to write β = β when we mean that the OLS method gives the BLU estimator for β. In this note we discuss some unusual and possibly confusing interpretations of the equality β = β.

Page(s): 127-134

DOI: DOI not available

Published: Journal: Pakistan Journal of Statistics, Volume: 26, Issue: 1, Year: 2010

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