The second-order expansion of the mean squared error matrix of the generalized least squares estimators for the regression parameters is obtained when the samples and ...

Optimal properties of the least-squares coefficient estimator in the linear model with scalar error covariance matrix are shown to carry over to the case where the ...

The LSMEANS statement computes least-squares means (LS-means) of fixed effects. As in the GLM procedure, LS-means are predicted population margins-that is, they estimate the marginal means over a ...

In a multivariate regression model, the errors in different equations may be correlated. In this case the efficiency of the estimation may be improved by taking these cross-equation correlations into ...