THE EQUALITY OF LINEAR TRANSFORMS OF THE ORDINARY LEAST SQUARES ESTIMATOR AND THE BEST LINEAR UNBIASED ESTIMATOR
Tz Trenkler, Hans‐Joachim Werner · 2016
of A satisfying AA~ A = A. We mention that equation AA~A ? A implies 11(A) n JV(A~) = {0}. Moreover, if A is of full column rank, then A~ A - I also follows from A(I - A~ A) ? 0. The symbols i and 0, respectively, will stand for the identity matrix and the zero matrix of whatever size is appropriate to the context. The orthogonal projector onto the range of the matrix A will be de noted by Pa. We note that this orthogonal projector may be defined by Pau ? u if