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Estimation of parameters of mean and variance in two-stage linear models. (English) Zbl 0616.62091

The paper deals with the estimation of unknown vector parameter of mean and scalar parameters of variance as well in the two-stage linear model, which is a special type of the mixed linear model. A necessary and sufficient condition for the existence of uniformly best unbiased estimator of parameter of mean is given. Explicit formulas for these estimators and for the estimators of the parameters of variance as well are derived.

MSC:

62J05 Linear regression; mixed models
62F10 Point estimation
62H12 Estimation in multivariate analysis
62J99 Linear inference, regression
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References:

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