Vol: 42 Page: 5

Authors:
Andrzej Kornacki
Jacek Wawrzosek

Title:
Problems of missing observations in linear models in the works of Professor Wiktor Oktaba

Language: English

Keywords:
Gauss-Markov model
Zyskind-Martin model
missing observations

Summary:
The purpose of this paper is to present some of the scientific achievements of Professor Wiktor Oktaba on inference in the Gauss-Markov and Zyskind-Martin models with missing observations and the transformation of these models. The Professor’s achievements include his works from the 1980s. The first section contains key information and symbols in the Gauss-Markov and Zyskind-Martin models, taking into consideration missing observations. The next paragraph briefly presents the main research results on the prediction of the vector of missing observations in the general Gauss-Markov and Zyskind-Martin models. The third paragraph presents the results of the comparison of the actual model (the model with available observations) to the complete model (the model supplemented by predictors of missing observations). The following paragraph describes the results related to the properties of the predictors of missing observations. The last (fifth) paragraph presents the results of the Professor’s work on the invariant linearly sufficient transformations of the Gauss-Markov model.

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