THE APPLICATION OF THE SINGULAR VALUE DECOMPOSITION TO THE ESTIMABILITY OF THE LINEAR FUNCTION IN GAUSS-MARKOV LINEAR MODEL

Antonio Assiz de CARVALHO FILHO[1]

Antonio Francisco IEMMA[2]

§    ABSTRACT: This paper presents theorical results and same examples obtained by the application of the singular value decomposition to verify the estimability to the linear function in the Gauss-Markov Linear Model y = Xq + e .

§    KEYWORDS: Singular value decomposition; estimability; linear models.



[1]Departamento de Matemática – Faculdade de Ciências e Tecnologia – UNESP – 19060 – Presidente Prudente – SP.

[2]Departamento de Matemática e Estatística – ESALQ – USP – 13418-260 – Piracicaba – SP.