The MINQUE of σ~2 Based on Transformed Obserable Variables in the General Gauss Markoff Model
Cui Guo-sheng · Journal of Liaoning University · 1999
For the General Gauss Markoff model M={Y,Xβ,σ 2Σ} and the transformed model M～={FY,FXβ,σ 2FΣF} where X may not have full collumn rank, Σ may be singular and F is an arbitrany matrix, the necessary and sufficient conditions for the MINQUE s of σ 2 before and after the linear transformation to be equal under M is established in this paper.