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Math Help - whats the Gauss markov theorem for GLS

  1. #1
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    whats the Gauss markov theorem for GLS

    What's the version of GLS and how to prove it?
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  2. #2
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    Quote Originally Posted by szpengchao View Post
    What's the version of GLS and how to prove it?
    Why don't you google it? There must be tons of information out there...
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  3. #3
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    no

    nope.there is not.
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  5. #5
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    no

    didnt see any Gauss-Markov Theorem in your page
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    The Aitken estimator extends the Gauss-Markov Theorem to the case where the error vector has a non-scalar covariance matrix.

    So yes, the Gauss-Markov Theorem, though not explicitly stated on that page, is on the page I provided you.
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  7. #7
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    no

    so whats the version of Gauss-Markov and proof of it?
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