Checking in baggage for connecting flights
Baggage will normally be checked to your final destination, provided your journey is on the same ticket. However, if you hold separate tickets for the flights in your journey, British Airways will only through check your baggage to your final destination if the connecting flights are operated by British Airways or by another oneworld airline.
Some countries will require you to clear customs at the first point of entry. For that purpose, please collect your baggage on arrival, even if it is tagged to the final destination, clear it through customs and then hand it back to an airline representative for your next flight(s).
If your journey involves a change of airport (e.g. arriving at Heathrow, departing from Gatwick or arriving at New York JFK and leaving from La Guardia), your baggage will not be checked to your final destination. Please reclaim your baggage at the arrival airport and check them in again once you reach the airport that your next flight will depart from.
This is from BA's website:
http://www.britishairways.com/travel...k/public/en_gb
Would seem to suggest you should be OK. I've also previously checked through baggage from a BA flight (EDI-LHR) to STAR carrier at LHR and it worked fine