Predictions and estimations under a group of linear models with random coefficients

DOI10.1080/03610918.2017.1283704zbMath1392.62152OpenAlexW2584267958MaRDI QIDQ4563428

Jian Hou, Bo Jiang

Publication date: 1 June 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1283704

zbMATH Keywords

decompositionlinear modelrandom coefficientsBLUPBLUEequality

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (8)

On relations between BLUPs under two transformed linear random-effects models ⋮ Computation and comparison of estimators under different linear random-effects models ⋮ On best linear unbiased estimation and prediction under a constrained linear random-effects model ⋮ Some remarks on a pair of seemingly unrelated regression models ⋮ Predictions under a system of linear regression models with correlated errors ⋮ Simultaneous optimal predictions under two seemingly unrelated linear random-effects models ⋮ Computations of predictors/estimators under a linear random-effects model with parameter restrictions ⋮ Statistical inference of a partitioned linear random-effects model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Admissibility and linear sufficiency in linear model with nuisance parameters
• Equality of BLUES or BLUPS under two linear models using stochastic restrictions
• Estimations of parametric functions under a system of linear regression equations with correlated errors
• On the equality of the BLUPs under two linear mixed models
• Equalities between OLSE, BLUE and BLUP in the linear model
• A new derivation of BLUPs under random-effects model
• Further remarks on the connection between fixed linear model and mixed linear model
• Linear sufficiency and some applications in multilinear estimation
• Linear sufficiency and admissibility in restricted linear models
• Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
• Two competing linear random-effects models and their connections
• Linear sufficiency with respect to a given vector of parametric functions
• Sufficiency and completeness in the linear model
• The link between the mixed and fixed linear models revisited
• An algebraic study of BLUPs under two linear random-effects models with correlated covariance matrices
• A matrix handling of predictions of new observations under a general random-effects model
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Equivalence of predictors under real and over-parameterized linear models

This page was built for publication: Predictions and estimations under a group of linear models with random coefficients