Methods of Estimation - MIT OpenCourseWare
https://ocw.mit.edu/courses/18-655-mathematical-statistics-spring-2016/6006b0a6421c1b9a0223f32ebae9d39e_MIT18_655S16_LecNote9.pdf
For known constants c1, c2, . . . , cp, cp+1, consider the problem of estimating θ = c1β1 + c2β2 + · · · cpβp + cp+1. Under the Gauss-Markov assumptions, the estimator θ ˆ = c1β ˆ. + c2β ˆ ˆ. + · · · cpβ p + cp+1, where β ˆ 1, β2, ˆ . . . βp ˆ are the least squares estimates is. …
DA: 62 PA: 38 MOZ Rank: 65