摘要
For a singular linear model A = （y, Xβ, σ2 V） and its transformed model MF = （Fy, FXβ, σ 2FVF＇）, where V is nonnegative definite and X can be rank-deficient, the expressions for the differences of the estimates for the vector of FXβ and the variance factor σ2 are given. Moreover, the necessary and sufficient conditions for the equalities of the estimates for the vector of FXβ and the variance factor σ2 are also established. In the meantime, works in Baksalary and Kala （1981） are strengthened and consequences in Puntanen and Nurhonen （1992）, and Puntanen （1996） are extended.
For a singular linear model A = （y, Xβ, σ2 V） and its transformed model MF = （Fy, FXβ, σ 2FVF＇）, where V is nonnegative definite and X can be rank-deficient, the expressions for the differences of the estimates for the vector of FXβ and the variance factor σ2 are given. Moreover, the necessary and sufficient conditions for the equalities of the estimates for the vector of FXβ and the variance factor σ2 are also established. In the meantime, works in Baksalary and Kala （1981） are strengthened and consequences in Puntanen and Nurhonen （1992）, and Puntanen （1996） are extended.
基金
The project was supported by the Mathematical Tian Yuan Youth Foundation of China (10226024)
Postdoctoral Science Foundation of China
the Science Foundation for Yong Teachers of Northeast Normal University.
