Prediction in a class of mixed models with two variance components

DOI10.1016/0378-3758(88)90054-7MaRDI QIDQ1101165zbMATH OpenOpenAlexFDO

Authors Julio L. Peixoto

Publication date 1988

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(88)90054-7

zbMATH Keywords

balanced factorbalanced one-way random modelbest unbiased predictorexact mean squared errors of two-stage predictorsJames-Stein predictorlinear combination of fixed and random effectsmixed linear modelsproportional frequencies

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Analysis of variance and covariance (ANOVA) (62J10)

Review text

A best unbiased predictor (BUP) of an arbitrary linear combination of fixed and random effects in mixed linear models is available when the true values of the variance ratios are known. When the true values are unknown, a two-stage predictor, obtained from the BUP by replacing the true values by estimated values, can be used. In this article, exact mean squared errors of two-stage predictors are obtained for a class of mixed models with two variance components that includes the balanced one-way random model and other analysis-of-variance models with proportional frequencies and one balanced random factor.

Recommendations

• Comparisons of Alternative Predictors Under the Balanced One-Way Random Model
• Best linear unbiased predictor in the mixed model with incomplete data
• Mean squared error of empirical predictor.
• Prediction in Multivariate Mixed Linear Models
• A Further Study of Predictions in Linear Mixed Models

Cites work

• Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
• Best Linear Unbiased Estimation and Prediction under a Selection Model
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Comparisons of Alternative Predictors Under the Balanced One-Way Random Model
• Estimation with quadratic loss.
• Extension of the Gauss-Markov theorem to include the estimation of random effects
• scientific article; zbMATH DE number 3879889 (Why is no real title available?)
• scientific article; zbMATH DE number 3347516 (Why is no real title available?)
• scientific article; zbMATH DE number 3366380 (Why is no real title available?)
• scientific article; zbMATH DE number 3196618 (Why is no real title available?)
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Sub-Balanced Data and the Mixed Analysis of Variance
• The Estimation of Environmental and Genetic Trends from Records Subject to Culling
• Unbiasedness of two-stage estimation and prediction procedures for mixed linear models

Cited in

(3)

• The \(\mathrm{r}\)-\(\mathrm{d}\) class predictions in linear mixed models
• Comparisons of Alternative Predictors Under the Balanced One-Way Random Model
• Improving prediction by means of a two parameter approach in linear mixed models

This page was built for publication: Prediction in a class of mixed models with two variance components

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1101165)