Some further results related to reduced singular linear models
Simo Puntanen · Communication in Statistics- Theory and Methods · 1997
Consider the linear model (y, Xβ, V}, where the model matrix X may not have a full column rank and V might be singular. Let the model matrix he partitioned as X = (X1 : X2) the corresponding vector of unknown parameters being (β′1β′2)′. In this paper we generalize some results obtained by Nurhonen and Puntanen (1992) and Puntanen (1996) which are related to the properties of the BLUE of X1β1 under some specific reduced models and under the original full model.