作者:MANDY, DM; MARTINSFILHO, C
作者单位:University of Tennessee System; University of Tennessee Knoxville; Oregon State University
摘要:Asymptotic equivalence of Aitken and feasible Aitken estimators in linear models with nonscalar identity error covariance matrices is usually established in a tedious case-by-case manner. Some general sufficient conditions for this equivalence exist, but there are problems with the extant conditions. These problems are discussed, and new widely applicable sufficient conditions are presented and applied to a variety of error structures.