Optimal Linear Prediction,
Abstract
Necessary and sufficient conditions are given so that, for the most general regression model, Y = X(beta) + u the least squares estimator of (X' sub zero)Beta is the same as the best linear unbiased predictor of (y sub zero) = (X' sub zero)beta + (u sub zero). (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1971
- Accession Number
- AD0729033
Entities
People
- G. S. Watson
Organizations
- Princeton University