CONTENTS
Preface..................................................................................................................................................................................................................5
I. A data transformation preserving the conditional distribution and localizing the explanatory variable.................................................................6
1. Introduction........................................................................................................................................................................................................6
2. Theorems on data transformation......................................................................................................................................................................7
3. Proofs of the theorems.......................................................................................................................................................................................9
4. Interpretation of the theorems..........................................................................................................................................................................14
II. Conditional linear models and estimation of regression parameters.................................................................................................................17
5. Introduction......................................................................................................................................................................................................17
6. Conditional generalized least squares estimators (CGLSE).............................................................................................................................19
7. Conditional estimability.....................................................................................................................................................................................25
8. Properties of the CGLSE..................................................................................................................................................................................29
III. Prediction of the response variable.................................................................................................................................................................34
9. Introduction......................................................................................................................................................................................................35
10. Predictors connnected wi.th the CGLSE........................................................................................................................................................35
11. Properties of CGLS predictors.......................................................................................................................................................................38
References..........................................................................................................................................................................................................43