The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review

DOI10.1016/j.jspi.2007.03.015zbMath1119.62065OpenAlexW2162234962MaRDI QIDQ2382853

Simo Puntanen, Ka Lok Chu, George P. H. Styan, Jarkko Isotalo

Publication date: 4 October 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10179/4466

zbMATH Keywords

BLUEOLSEGauss-Markov modelWatson efficiencyBloomfield-Watson-Knott inequalityBest linear unbiased estimationEfficiency factorization multiplierGeneralized efficiency functionGeoffrey Stuart Watson (1921-1998)Ordinary least squares estimationPartitioned linear modelsSplitting efficiencyTotal Watson efficiency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (2)

The efficiency comparisons between OLSE and BLUE in a singular linear model ⋮ An alternative form of the Watson efficiency

Uses Software

• alr3
• FMRISTAT

Cites Work

• Some comments on six inequalities associated with the inefficiency of ordinary least squares with one regressor
• SERIAL CORRELATION IN REGRESSION ANALYSIS. I
• Inefficiency and correlation
• A brief proof on the generalized variance bound of the relative efficiency in statistics
• The inefficiency of least squares
• On the minimum efficiency of least squares
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Applied Linear Regression
• IV.—On Least Squares and Linear Combination of Observations
• Some matrix results related to a partitioned singular linear model
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• Comparison of the Variance of Minimum Variance and Weighted Least Squares Regression Coefficients
• Comparison of Least Squares and Minimum Variance Estimates of Regression Parameters
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• Inequalities: theory of majorization and its applications
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