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.

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