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A note on best linear unbiased estimation in the restricted general linear model. (English) Zbl 0531.62061
Summary: J. K. Baksalary and R. Kala [ibid. 10, 27-35 (1979; Zbl 0416.62049)] considered the problem of best linear unbiased estimation in the restricted general linear model and gave a necessary and sufficient condition for the BLUE of every estimable parametric function under the unrestricted model to be its BLUE under the restricted model also. Unfortunately, their result is not true, in general. In this paper, we give the correct result. We also obtain the condition under which the result of Baksalary and Kala holds good.

MSC:
62J05 Linear regression; mixed models
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