Gauss–Markov and weighted least-squares estimation under a general growth curve model Original Research Article

Gauss–Markov estimator of X1BX′2 under a general growth curve model {Y,X1BX′2,V2circle times operatorV1} is given. Necessary and sufficient conditions for equality between A1YA′2 and B1YB′2, where Ai=Xi(X′iWiXi)+X′iWi, Bi=Xi(X′iSiXi)+X′iSi, with Wi,Si being any matrix, i=1,2, are derived. Finally, a number of criteria for A1YA′2 to coincide with the Gauss–Markov estimator of X1BX′2 are established.