Estimation under a general partitioned linear model Original Research Article

In this paper, we consider a general partitioned linear model and a corresponding reduced model. We derive a necessary and sufficient condition for the BLUE for the expectation of the observable random vector under the reduced model to remain BLUE in the partitioned model. The former is shown to be always an admissible estimator under a mild condition. We also regard alternative linear estimators and their coincidence with the BLUE under the partitioned model.