Canonical Partitions in the Restricted Linear Model

B.B. van der Genugten

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    Abstract

    In the linear model y = X + " under the restriction C = 0 a canonical partition C = [C0;C1] of the rows of C admits a simple representation of linear subspaces of values = X . Its use is shown for the identification, estimating and testing of linear combinations DB. Results are derived without imposing any rank conditions on X;C and D. Applications are in the field of experimental design with unbalanced data.
    Original languageEnglish
    Place of PublicationTilburg
    PublisherEconometrics
    Number of pages12
    Volume1997-67
    Publication statusPublished - 1997

    Publication series

    NameCentER Discussion Paper
    Volume1997-67

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