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.
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