ESTIMATION FOR A GENERALIZATION OF THE USUAL LINEAR STATISTICAL MODEL,

Abstract

The Memorandum develops an explicit formula for minimum-variance unbiased linear estimates pertinent to a description of the regression manifold, which is more general than the usual linear model. A review of Gauss-Markov theory, projection theory, and pseudo-inversion, all in a coordinate-free setting, is included at an introductory level. With the results contained in the review, the estimators for the generalized model are quickly and easily developed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1969
Accession Number
AD0693120

Entities

People

  • C. N. Morris
  • J. E. Eckles
  • M. L. Eaton

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Estimators
  • Inversion
  • Mathematics

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Theoretical Analysis.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms