Some estimation problems in multistage linear models Original Research Article

The paper deals with a multistage linear model that is a special case of a linear model with variance–covariance parameters. Within this setting questions related to estimation of linear functions of the mean parameter are studied. Necessary and sufficient conditions for the existence of uniformly minimum variance linear unbiased estimators of linear function of the mean are presented under rather general assumptions. For illustration, a special case of a two-stage model is shown.