Abstract
In this paper, the best linear unbiased estimator of regression coefficients in the singular linear model was considered. Under the weighted balanced loss function the minimum risk properties of linear estimators of regression coefficients in the class of linear unbiased estimators are derived. Some kinds of relative efficiencies of the best linear unbiased estimator are given, and the lower bounds or upper bounds of these relative efficiencies are also presented.
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Acknowledgments
The authors are highly obliged to the editor and the reviewer for the comments and suggestions which improved the paper in its present form. This work was supported by the National Natural Science Foundation of China (No. 11501072, 11401419), and the Project of Humanities and Social Sciences of MOE (Ministry of Education in China) (No. 16YJC910005).
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Wu, J., Liu, C. The best linear unbiased estimator in a singular linear regression model. Stat Papers 59, 1193–1204 (2018). https://doi.org/10.1007/s00362-016-0811-6
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DOI: https://doi.org/10.1007/s00362-016-0811-6