The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: some examples and a literature review

dc.contributor.author	Chu, Ka Lok
dc.contributor.author	Isotalo, Jarkko
dc.contributor.author	Puntanen, Simo
dc.contributor.author	Styan, George P.H.
dc.date.accessioned	2013-05-16T04:48:53Z
dc.date.available	2013-05-16T04:48:53Z
dc.date.issued	2005
dc.description.abstract	We consider partitioned linear models where the model matrix X = (X1 : X2) has full column rank, and concentrate on the special case whereX0 1X2 = 0 when we say that the model is orthogonally partitioned. We assume that the underlying covariance matrix is positive definite and introduce the efficiency factorization multiplier which relates the total Watson efficiency of ordinary least squares to the product of the two subset Watson efficiencies. We illustrate our findings with several examples and present a literature review.	en
dc.identifier.citation	Chu, K.L., Isotalo, J., Puntanen, S., Styan, G.P.H. (2005), The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: some examples and a literature review, Research Letters in the Information and Mathematical Sciences, 8, 165-187	en
dc.identifier.issn	1175-2777
dc.identifier.uri	http://hdl.handle.net/10179/4466
dc.language.iso	en	en
dc.publisher	Massey University	en
dc.subject	Watson efficiency	en
dc.subject	Partitioned linear models	en
dc.title	The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: some examples and a literature review	en
dc.type	Article	en

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