Article ID: | iaor2012768 |
Volume: | 53 |
Issue: | 3 |
Start Page Number: | 289 |
End Page Number: | 303 |
Publication Date: | Sep 2011 |
Journal: | Australian & New Zealand Journal of Statistics |
Authors: | Baksalary Oskar Maria, Trenkler Gtz |
Keywords: | statistics: regression |
Several estimators of Xβ under the general Gauss–Markov model are considered. Particular attention is paid to those estimators whose efficiency lies between that of the ordinary least squares estimator and that of the best linear unbiased estimator.