Geodesic
On equivalence problem in linear regression models. I. BLUE of the mean value
Applications of Mathematics, Tome 25 (1980) no. 6, pp. 417-422.

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There exist many different ways of determining the best linear unbiased estimation of regression coefficients in general regression model. In Part I of this article it is shown that all these ways are numerically equivalent almost everyvhere. In Part II conditions are considered under which all the unbiased estimations of the unknown covariance matrix scalar factor are numerically equivalent almost everywhere.
DOI : 10.21136/AM.1980.103880
Classification : 62J05, 65C99
Keywords: control; numerical stability; best linear unbiased estimation; unknown covariance matrix scalar factor 
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     title = {On equivalence problem in linear regression models. {I.} {BLUE} of the mean value},
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Wimmer, Gejza. On equivalence problem in linear regression models. I. BLUE of the mean value. Applications of Mathematics, Tome 25 (1980) no. 6, pp. 417-422. doi : 10.21136/AM.1980.103880. http://geodesic.mathdoc.fr/articles/10.21136/AM.1980.103880/

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