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The American Statistician Volume 31, 1977 - Issue 2
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The Teacher's Corner

Prediction in Generalized Least Squares

Wm. Craig Riddell Department of Economics, University of Alberta, Edmonton, Alberta, Canada, T6G 2H4
Pages 88-90 | Received 26 Apr 1976, Published online: 12 Mar 2012
 
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Abstract

An alternative derivation of the best linear unbiased predictor for the general linear model (in which the errors are nonspherical) is provided. This derivation is simpler than the original version due to Goldberger [3], and may be preferable for instructional purposes.

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