Abstract
In this chapter, properties of least squares estimates are examined for the model
The chapter begins with a discussion of the concepts of identifiability and estimability in linear models. Section 2 characterizes least squares estimates. Sections 3, 4, and 5 establish that least squares estimates are best linear unbiased estimates, maximum likelihood estimates, and minimum variance unbiased estimates.
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© 2011 Springer Science+Business Media, LLC
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Christensen, R. (2011). Estimation. In: Plane Answers to Complex Questions. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-9816-3_2
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DOI: https://doi.org/10.1007/978-1-4419-9816-3_2
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Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-9815-6
Online ISBN: 978-1-4419-9816-3
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