Note on a Condition for Equality of Sample Variances in a Linear Model
本文给出了线性模型y = Xβ + u中，当协方差矩阵为σ²Σ时，样本方差s²(Σ)与s²(I)相等的充要条件，该结果与协方差结构的检验问题相关。
Abstract This article gives a necessary and sufficient condition for s 2(Σ) = s 2(I), where s 2(Σ) is a usual sample variance for σ2 in a linear model y = Xβ + u with cov(u) = σ2Σ. The result is associated with a testing problem for covariance structure.