Applications of a necessary and sufficient condition for OLS to be BLUE

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6 Scopus citations

Abstract

This paper considers three examples from the statistics and econometrics literature where OLS is BLUE and demonstrates the easiness of verifying this result with the necessary and sufficient condition (NSC) derived by Zyskind (1967) and more recently Milliken and Albohali (1984). In particular, the third example is extended to a more general model where OLS is still BLUE. Once again this result is verified by the Milliken and Albohali NSC.

Original languageEnglish (US)
Pages (from-to)457-461
Number of pages5
JournalStatistics and Probability Letters
Volume8
Issue number5
DOIs
StatePublished - Oct 1989
Externally publishedYes

Keywords

  • error components models
  • general linear model
  • grouped data
  • pooled time-series of cross-sections
  • seemingly unrelated regressions

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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