Hi guys:

I am sure if you understand the topic then you have seen this question somewhere in econometrics exam.

How to prove that using kronecker product rule that GLS reduces to OLS?

Exam coming, thanks in advance!!!

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- Dec 14th 2012, 10:03 PMnoblewhaleuse kronecker product to prove GLS reduces to OLS
Hi guys:

I am sure if you understand the topic then you have seen this question somewhere in econometrics exam.

How to prove that using kronecker product rule that GLS reduces to OLS?

Exam coming, thanks in advance!!! - Dec 14th 2012, 10:16 PMchiroRe: use kronecker product to prove GLS reduces to OLS
Hey noblewhale.

I take it OLS means Ordinary Least Squares but what does GLS refer to? - Dec 14th 2012, 11:22 PMnoblewhaleRe: use kronecker product to prove GLS reduces to OLS
http://emlab.berkeley.edu/~mcfadden/e240b_f01/ch5.pdf

GLS is general least square. the question is on bottom of page 3/beginning of page 4 - Dec 14th 2012, 11:23 PMnoblewhaleRe: use kronecker product to prove GLS reduces to OLS
and chiro thanks, you are always the one that replies!