Q65Section I (Objective (Q1–Q80))65 of 80

Linear Models — estimable functions in two-way model

Consider the model $\mathbb{E}(Y_{ij}) = \alpha_i + \beta_j$ ; $i = 1, 2$ and $j = 1, 2$ , where $Y_{ij}$ are uncorrelated with common variance $\sigma^2$ . Then the function $l_1\alpha_1 + l_2\alpha_2 + m_1\beta_1 + m_2\beta_2$ is estimable if and only if:

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