Consider the linear model underline Yn-1=Xunderline thetap-1+xi with E(xi)=underline0, Cov(xi)=sigma^2In. Then which of the following statements is always true?

(D) underline l'underlinetheta is estimable for only that underline l which belong to the column space of X'

Q147Section III (Statistics)147 of 180

Estimability in the general linear model — the row-space characterisation

Consider the linear model $\underline Y_{n-1}=X\underline \theta_{p-1}+\xi$ with $E(\xi)=\underline0$ , $\operatorname{Cov}(\xi)=\sigma^2I_n$ . Then which of the following statements is always true?

Pick an option to check your answer.

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