Lu, Changli; Gan, Shengjun; Tian, Yongge - In: Statistics & Probability Letters 97 (2015) C, pp. 16-24
Assume that an original general linear model is misspecified by adding some new regressors. We investigate in such a case relationships between the best linear unbiased estimators under the two models. In particular, we give necessary and sufficient conditions for the best linear unbiased...