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On the Derivation of Efficiency Results in Linear Estimation
Author(s) -
Rogers Alan J.
Publication year - 1987
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1987.tb00721.x
Subject(s) - estimator , rank (graph theory) , simple (philosophy) , estimation , mathematics , computer science , mathematical optimization , econometrics , algorithm , statistics , engineering , combinatorics , epistemology , philosophy , systems engineering
Summary This paper proposes a simple rank condition for determining whether or not certain limited information estimators based on common data transformations in linear models are efficient. Examples which illustrate the use of the condition are presented.