Categorical information and the singular linear model

Abstract

Abstract C. R. Rao (1978) discusses estimation for the common linear model in the case that the variance matrix σ 2 Q has known singular form Q . In the more general context of inference, this model exhibits certain special features and illustrates how information concerning unknowns can separate into a categorical component and a statistical component. The categorical component establishes that certain parameters are known in value and thus are not part of the statistical inference.