- An Orthogonal Representation of Estimable Functions
- An Orthogonal Representation of Estimable Functions
- ㆍ 저자명
- Yi. Seong-Baek
- ㆍ 간행물명
- 한국통계학회 논문집
- ㆍ 권/호정보
- 2008년|15권 6호|pp.837-842 (6 pages)
- ㆍ 발행정보
- 한국통계학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
Students taking linear model courses have difficulty in determining which parametric functions are estimable when the design matrix of a linear model is rank deficient. In this note a special form of estimable functions is presented with a linear combination of some orthogonal estimable functions. Here, the orthogonality means the least squares estimators of the estimable functions are uncorrelated and have the same variance. The number of the orthogonal estimable functions composing the special form is equal to the rank of the design matrix. The orthogonal estimable functions can be easily obtained through the singular value decomposition of the design matrix.