Proof of Gauss-Markov theorem - Mathematics Stack Exchange
2015年11月23日 · The Gauss-Markov theorem states that, under the usual assumptions, the OLS estimator $\beta_{OLS}$ is BLUE (Best Linear Unbiased Estimator). To prove this, take an …
statistics - Gauss-Markov theorem - Mathematics Stack Exchange
2016年12月7日 · Gauss-Markov theorem [BLUE uniqueness proof] 2. Is the zero expectation of the residuals in Gauss-Markov ...
General Gauss-Markov theorem - Mathematics Stack Exchange
2019年5月15日 · The Gauss-Markov Theorem states that the OLS estimator: $$\hat{\boldsymbol{\beta}}_{OLS} = (X'X)^{-1}X'Y$$ is Best Linear Unbiased. For the proof, I …
What makes inequality true in proof of Gauss Markov theorem
2021年11月13日 · Elsewhere on this site, I found a very compact proof of the Gauss-Markov theorem, seen below. I don't understand the justification for the middle step with the inequality. …
statistics - Gauss-Markov theorem [BLUE uniqueness proof]
2023年1月24日 · Gauss-Markov theorem states that $b=b_{OLS}$ is the BLUE estimator for $\beta$, i.e it is the unique linear unbiased estimator $b$ of $\beta$ such that:$$\mathrm{Var ...
probability - Gauss-Markov Theorem assumption of normality ...
2020年11月4日 · Under the 6th assumption of Gauss-Markov Theorem, it states that if the conditional distribution of random errors is normal, then the conditional distribution of the least …
statistics - Sufficient condition of the Gauss-Markov Theorem ...
2016年9月27日 · For a simple linear regression model under the assumptions of the Gauss-Markov theorem, for the least squares estimators of intercept and slop to be uncorrelated, …
Gauss-Markov Theorem: How can you show that $\\Lambda^T …
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matrices - Unclear proof in the Gauss-Markov theorem
2019年3月9日 · I don't understand a step in the proof of the Gauss-Markov theorem: Mainly, why can we simply replace y with e, given that y is defined as: Thanks in advance!
Linear regression: How to solve for BLUE in Gauss-Markov theorem?
2020年7月4日 · If you want to deduce $\hat C$ from scratch, form (3) of the Gauss-Markov theorem offers a reasonable derivation via optimization. The task in form (3) can be viewed as …