Simple Forms of the Best Linear Unbiased Predictor in the General Linear Regression Model

Abstract

This article presents necessary and sufficient conditions to be satisfied by the best linear unbiased predictor of future observations in the general linear model in order to have a simple form. Under these conditions, the predictors have an expression similar to that in the uncorrelated case and some parameters related to the covariances between some observations need not to be known.

Key Words:

• Covariance matrix
• General linear model
• Generalized least squares estimator
• Prediction