What's the version of GLS and how to prove it?
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Originally Posted by szpengchao 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...
nope.there is not.
Go here. Linear model - Wikipedia, the free encyclopedia
didnt see any Gauss-Markov Theorem in your page
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.
so whats the version of Gauss-Markov and proof of it?
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