The least-square estimators of the parameters , is, and js are obtained by minimizing the sum of

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The least-square estimators of the parameters μ, Ï„i€™s, and βj€™s are obtained by minimizing the sum of squares
-μ- η- ) w-ΣΣ i=1 j=l

With respect to m, Ï„i€™s, and βj€™s; subject to the restrictions: ˆ‘ki=1Ï„i = ˆ‘bj=1 βj = 0. Show that the resultant estimators are

The least-square estimators of the parameters μ, Ï„i€™s, and βj€™s

and

The least-square estimators of the parameters μ, Ï„i€™s, and βj€™s
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Mathematical Statistics With Applications In R

ISBN: 9780124171138

2nd Edition

Authors: Chris P. Tsokos, K.M. Ramachandran

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