Chapter 9: Updates in the General Linear Model

Consider the linear model (y, X β, σ²V) where the parameters β and σ² are unknown. The statistical quantities of interest include the best linear unbiased estimators (BLUEs) of the estimable parametric functions, variance-covariance matrices of such estimators, the error sum of squares and the likelihood ratio tests for testable linear hypotheses. In this chapter we are concerned with the changes in these quantities when some observations are included or excluded, as well as when some explanatory variables are included or excluded…