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Details for article 3 of 12 found articles
| Title: |
Effects of the estimation of covariance matrix parameters in the generalized multivariate linear model |
| Author: |
Reinsel, Gregory C. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 13 (1984) nr. 5 pages 639-650 |
| Year: |
1984 |
| Contents: |
We Consider the generalized multivariate linear model and assume the covariance matrix of the p x 1 vector of responses on a given individual can be represented in the general linear structure form described by Anderson (1973). The effects of the use of estimates of the parameters of the covariance matrix on the generalized least squares estimator of the regression coefficients and on the prediction of a portion of a future vector, when only the first portion of the vector has been observed, are investigated. Approximations are derived for the covariance matrix of the generalized least squares estimator and for the mean square error matrix of the usual predictor, for the practical case where estimated parameters are used. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 3 of 12 found articles
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