control; numerical stability; best linear unbiased estimation; unknown covariance matrix scalar factor
There exist many different ways of determining the best linear unbiased estimation of regression coefficients in general regression model. In Part I of this article it is shown that all these ways are numerically equivalent almost everyvhere. In Part II conditions are considered under which all the unbiased estimations of the unknown covariance matrix scalar factor are numerically equivalent almost everywhere.
 C. R. Rao S. K. Mitra: Generalized Inverse of Matrices and Its Applications
. John Wiley, N. York 1971. MR 0338013