On a matrix identity associated with generalized least squares

F. R. de Hoog; T. P. Speed; E. R. Williams

doi:10.1016/0024-3795(90)90355-G

On a matrix identity associated with generalized least squares

F. R. de Hoog^*, T. P. Speed, E. R. Williams

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

14 Citations (Scopus)

Abstract

This note discusses an identity which is useful in the construction of reduced generalized least-squares equations, in the REML method of estimating variance components, and in calculating best linear unbiased predictors. The identity is shown to be a singular form of a better-known matrix relation. Some applications of the result are presented.

Original language	English
Pages (from-to)	449-456
Number of pages	8
Journal	Linear Algebra and Its Applications
Volume	127
Issue number	C
DOIs	https://doi.org/10.1016/0024-3795(90)90355-G
Publication status	Published - 1990
Externally published	Yes

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title = "On a matrix identity associated with generalized least squares",

abstract = "This note discusses an identity which is useful in the construction of reduced generalized least-squares equations, in the REML method of estimating variance components, and in calculating best linear unbiased predictors. The identity is shown to be a singular form of a better-known matrix relation. Some applications of the result are presented.",

author = "{de Hoog}, {F. R.} and Speed, {T. P.} and Williams, {E. R.}",

year = "1990",

doi = "10.1016/0024-3795(90)90355-G",

language = "English",

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journal = "Linear Algebra and Its Applications",

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T1 - On a matrix identity associated with generalized least squares

AU - de Hoog, F. R.

AU - Speed, T. P.

AU - Williams, E. R.

PY - 1990

Y1 - 1990

N2 - This note discusses an identity which is useful in the construction of reduced generalized least-squares equations, in the REML method of estimating variance components, and in calculating best linear unbiased predictors. The identity is shown to be a singular form of a better-known matrix relation. Some applications of the result are presented.

AB - This note discusses an identity which is useful in the construction of reduced generalized least-squares equations, in the REML method of estimating variance components, and in calculating best linear unbiased predictors. The identity is shown to be a singular form of a better-known matrix relation. Some applications of the result are presented.

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U2 - 10.1016/0024-3795(90)90355-G

DO - 10.1016/0024-3795(90)90355-G

M3 - Article

AN - SCOPUS:0242680630

SN - 0024-3795

VL - 127

SP - 449

EP - 456

JO - Linear Algebra and Its Applications

JF - Linear Algebra and Its Applications

IS - C

ER -

On a matrix identity associated with generalized least squares

Abstract

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