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 language | English (US) |
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Pages (from-to) | 457-461 |
Number of pages | 5 |
Journal | Statistics and Probability Letters |
Volume | 8 |
Issue number | 5 |
DOIs | |
State | Published - Oct 1989 |
Externally published | Yes |
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