A Necessary and Sufficient Condition That Ordinary Least-Squares Estimators Be Best Linear Unbiased
Journal of the American Statistical AssociationPublished 1 December 1967
F. W. McElroy
Citations127
SJR quartileQ1
SJR score4.10
SNIP3.08
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Abstract
Abstract It is shown that in a standard linear regression model ordinary least-squares estimators are best linear unbiased if and only if the errors have the same variance and the same nonnegative coefficient of correlation between each pair.
Keywords
ChemistryMathematics
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