Estimation under a general partitioned linear model

In this paper, we consider a general partitioned linear model and a corresp onding reduced model. We derive a necessary and sufficient condition for th e BLUE for the expectation of the observable random vector under the reduce d 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 alter native linear estimators and their coincidence with the BLUE under the part itioned model. (C) 2000 Elsevier Science Inc. All rights reserved. AMS clas sification: 62J05; 62H12.