Comparison of minque and simple estimator in general gauss-markov model

Abstract EN

This paper considers acomparison of MINQUE with simple estimator of ± 2 in the general Gauss-Markov model under the special entropy loss function criterion where the design matrixes X need not to have full rank and the dispersion matrix V can be singular A is considered .

It is interesting to show that MINQUE is superior to simple estimator OLSE.