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Article

Title: Eliminating transformations for nuisance parameters in linear regression models with type I constraints (English)
Author: Kunderová, Pavla
Language: English
Journal: Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
ISSN: 0231-9721
Volume: 46
Issue: 1
Year: 2007
Pages: 51-64
Summary lang: English
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Category: math
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Summary: The linear regression model in which the vector of the first order parameter is divided into two parts: to the vector of the useful parameters and to the vector of the nuisance parameters is considered. The type I constraints are given on the useful parameters. We examine eliminating transformations which eliminate the nuisance parameters without loss of information on the useful parameters. (English)
Keyword: regular linear regression model
Keyword: nuisance parameters
Keyword: BLUE
Keyword: constraints
MSC: 62F30
MSC: 62H12
MSC: 62J05
idZBL: Zbl 1139.62035
idMR: MR2387493
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Date available: 2009-08-27T10:25:56Z
Last updated: 2012-05-04
Stable URL: http://hdl.handle.net/10338.dmlcz/133393
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Reference: [3] Lešanská E.: Optimization of the size of nonsensitiveness regions.Appl. Math. 47 (2002), 9–23. MR 1876489
Reference: [4] Rao C. R.: Linear Statistical Inference, Its Applications. : J. Wiley, New York., 1973 (second edition). MR 0346957
Reference: [5] Rao C. R., Mitra S. K.: Genaralized Inverse of Matrices, its Applications. : John Wiley & Sons, New York– London–Sydney–Toronto., 1971. MR 0338013
Reference: [6] Rao C. R., Kleffe J.: Estimation of Variance Components, Applications. : North–Holland, Amsterdam–New York–Oxford–Tokyo., 1988. MR 0933559
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