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WROCŁAW UNIVERSITY
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TECHNOLOGY

Contents of PMS, Vol. 5, Fasc. 2,
pages 177 - 186
 

ON THE UNIFIED THEORY OF LEAST SQUARES

Hilmar Drygas

Abstract: This paper deals with the linear model Ey = Xb, Covy = s2V where deficiency of ranks is allowed for both X and V. It is investigated when artificially enlarging V to a matrix W may result in correct estimation and prediction formulae. This leads to condition on W and finally ends up in the Rao-Mitra approach of Unified Least Squares.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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