Estimation for a Generalization of the Usual Linear Statistical Model.

by Morris L. Eaton, J. E. Eckles, Carl N. Morris

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This Memorandum develops an explicit formula for minimum-variance unbiased linear estimates pertinent to a description of the regression manifold, which is more general than the usual linear model. A review of Gauss-Markov theory, projection theory, and pseudo-inversion, all in a coordinate-free setting, is included at an introductory level. With the results contained in the review, the estimators for the generalized model are quickly and easily developed. 40 pp. Ref.

This report is part of the RAND Corporation Research memorandum series. The Research Memorandum was a product of the RAND Corporation from 1948 to 1973 that represented working papers meant to report current results of RAND research to appropriate audiences.

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