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Verification of Portnoy (2023) ‘Correction’ proof

Verify the correctness of the detailed proof presented in Portnoy (2023, “Correction to ‘Linearity of Unbiased Linear Models Estimators’,” The American Statistician 77, 237) and its supplementary material that purportedly establishes full linearity of the estimators.

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Background

Following the publication of Portnoy (2022), Portnoy (2023) presents a ‘correction’ attempting to prove full linearity. The authors characterize this as an extension rather than a correction and explicitly note that they have not checked the proof’s details.

Confirming the correctness of this proof would clarify the status of the claimed extension and its relationship to earlier results establishing full linearity by other means.

References

Again, we have not checked the details of the proof given in Portnoy (2023) (and the supplementary material).

Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion (2406.03971 - Pötscher, 6 Jun 2024) in Section 2 (Comments on Portnoy (2023)), footnote, p. 3