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A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased

F. W. McElroy
Journal of the American Statistical Association
Vol. 62, No. 320 (Dec., 1967), pp. 1302-1304
DOI: 10.2307/2283779
Stable URL: http://www.jstor.org/stable/2283779
Page Count: 3
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A Necessary and Sufficient Condition that Ordinary Least-Squares Estimators be Best Linear Unbiased
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Abstract

It is shown that in a standard linear regression model ordinary least-squares estimators are best linear unbiased if and only if the errors have the same variance and the same nonnegative coefficient of correlation between each pair.

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