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Journal of the American Statistical Association, Vol. 65, No. 329. (1970), pp. 198-211, doi:10.1080/01621459.1970.10481074 Key: citeulike:12130487
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Abstract Let Y = ey where the usual assumptions of the general linear models: y = Xa+u, u ? N(0, σ2 I) are made. Extending the results of Finney minimum variance unbiased estimators, τ, of parametric functions of the type are established. Expressions for the variance of τ and an unbiased estimator of the variance are obtained. The results are in terms of functions whose numerical values are tabulated.
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