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An Orthogonal Representation of Estimable Functions

  • Yi, Seong-Baek (Division of Mathematical Sciences, Pukyong National University)
  • 발행 : 2008.11.30

초록

Students taking linear model courses have difficulty in determining which parametric functions are estimable when the design matrix of a linear model is rank deficient. In this note a special form of estimable functions is presented with a linear combination of some orthogonal estimable functions. Here, the orthogonality means the least squares estimators of the estimable functions are uncorrelated and have the same variance. The number of the orthogonal estimable functions composing the special form is equal to the rank of the design matrix. The orthogonal estimable functions can be easily obtained through the singular value decomposition of the design matrix.

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참고문헌

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