首页   按字顺浏览 期刊浏览 卷期浏览 Singular gauss‐markov models
Singular gauss‐markov models

 

作者: P. Scobey,  

 

期刊: Canadian Journal of Statistics  (WILEY Available online 1975)
卷期: Volume 3, issue 1  

页码: 105-110

 

ISSN:0319-5724

 

年代: 1975

 

DOI:10.2307/3315102

 

出版商: Wiley‐Blackwell

 

关键词: Singular multivariate normal regression theory, sum of products matrix, Wishart distribution, Moore‐Penrose inverse

 

数据来源: WILEY

 

摘要:

AbstractFor the general linear model Y = X$sZ + e in which e has a singular dispersion matrix $sG2A, $sG>0, where A is n x n and singular, Mitra [2] considers the problem of testing F$sZ, where F is a known q x q matrix and claims that the sum of squares (SS) due to hypothesis is not distributed (as a x2variate with degrees of freedom (d. f.) equal to the rank of F) independent of the SS due to error, when a generalized inverse of A is chosen as (A + X'X)–. This claim does not hold if a pseudo‐inverse of A is taken to be (A + X'X)+where A+denotes the unique Moore‐Penrose inverse (MPI)

 

点击下载:  PDF (200KB)



返 回