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Keywords:
regular linear regression model; nuisance parameters; BLUE; constraints
regular linear regression model; nuisance parameters; BLUE; constraints
Summary:
The linear regression model in which the vector of the first order parameter is divided into two parts: to the vector of the useful parameters and to the vector of the nuisance parameters is considered. The type I constraints are given on the useful parameters. We examine eliminating transformations which eliminate the nuisance parameters without loss of information on the useful parameters.
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