ON A MATRIX IDENTITY ASSOCIATED WITH GENERALIZED LEAST-SQUARES

被引：7

作者：

de Hoog, FR

SPEED, TP

WILLIAMS, ER

机构：

[1] UNIV CALIF BERKELEY, DEPT STAT, BERKELEY, CA 94720 USA

[2] CSIRO, DIV WATER RESOURCES, CANBERRA, ACT 2601, AUSTRALIA

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 1990年 / 127卷

基金：

美国国家科学基金会;

关键词：

D O I：

10.1016/0024-3795(90)90355-G

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This note discusses an identity which is useful in the construction of reduced generalized least-squares equations, in the REML method of estimating variance components, and in calculating best linear unbiased predictors. The identity is shown to be a singular form of a better-known matrix relation. Some applications of the result are presented. © 1990.

引用

页码：449 / 456

页数：8

共 16 条

[1]

HARVILLE DA, 1977, J AM STAT ASSOC, V72, P320, DOI 10.2307/2286796

[2]

HARVILLE DA, 1974, BIOMETRIKA, V61, P383, DOI 10.2307/2334370

[3] THE ESTIMATION OF ENVIRONMENTAL AND GENETIC TRENDS FROM RECORDS SUBJECT TO CULLING [J].