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Please use this identifier to cite or link to this item: http://elib.bsu.by/handle/123456789/51930
Title: Some remarks on decomposition of partitioned multivariate models into two seemingly unrelated submodels
Authors: Fiˇserová, E.
Kubáˇcek, L.
Keywords: ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика
Issue Date: 2013
Publisher: Minsk : Publ. center of BSU
Citation: Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 1. — Minsk, 2013. — P. 36-41
Abstract: Procedure on testing decomposition of partitioned multivariate models into two seemingly unrelated submodels in order to obtain more efficient estimators is presented. The multiresponses are independently normally distributed with the same covariance matrix. Moreover, the partitioned multivariate model is considered either with, or without an intercept. The elimination transformation of the intercept that leads to the same BLUEs of parameter matrices in mul- tivariate models with and without intercept is stated. Due to the elimination transformation the same procedure for testing decomposition can be applied for models with and without the intercept.
URI: http://elib.bsu.by/handle/123456789/51930
Appears in Collections:2013. Computer Data Analysis and Modeling. Vol 1
Vol. 1

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