Models with Orthogonal Block Structure, with Diagonal Blockwise Variance-Covariance Matrices

摘要

We intend to show that in the family of models with orthogonal block structure, OBS, we may single out those with blockwise diagonal variance-covariance matrices, DOBS. Namely we show that for every model with observation vector y with OBS, there is a model y = Py, with P orthogonal which is DOBS and that the estimation of relevant parameters may be carried out for y.