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A Note on the Generalised Gauss-Markov Theorem on Least Squares Estimation

Authors :
Hitoshi Kondo
Yoshio Kimura
Source :
Studies in Regional Science. 28:67-75
Publication Year :
1998
Publisher :
Japan Section of the Regional Science Association International, 1998.

Abstract

This note presents a generalised Gauss-Markov Theorem on least squares estimation and making use of the theorem, argues how to identify the least squares estimators that are to be the best linear unbiased estimates.

Subjects

Subjects :
Iteratively reweighted least squares
Non-linear least squares
Statistics
Explained sum of squares
General Social Sciences
Applied mathematics
Least trimmed squares
Generalized least squares
Total least squares
Least squares
General Environmental Science
Mathematics
Gauss–Markov theorem

Details

ISSN :
18806465 and 02876256
Volume :
28
Database :
OpenAIRE
Journal :
Studies in Regional Science
Accession number :
edsair.doi...........e1edb893d4733e227e963ba5ce7a483d

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