Simultaneous optimal predictions under two seemingly unrelated linear random-effects models

DOI10.3934/JIMO.2020168zbMATH Open1499.62234OpenAlexW3104253569MaRDI QIDQ2076459FDOQ2076459

Authors: Yongge Tian, Pengyang Xie 

Publication date: 16 February 2022

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2020168

Recommendations

• Simultaneous optimal estimation in linear mixed models
• Simultaneous prediction in the generalized linear model
• The optimal linear combination of multiple predictors under the generalized linear models
• On simultaneous prediction in a multivariate general linear model with future observations
• Optimal prediction in the multivariate linear model with arbitrary rank
• scientific article; zbMATH DE number 2147400
• Efficient improved estimation of the parameters in two seemingly unrelated regression models
• Optimal designs for prediction of random effects in two-groups models with multivariate response
• Best linear unbiased prediction for linear combinations in general mixed linear models

zbMATH Keywords

estimabilityBLUPBLUEpredictabilitygeneralized inversesrank formulaSULREM

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Applications of mathematical programming (90C90) Semidefinite programming (90C22)

Cites Work

• Title not available (Why is that?)
• Handbook of Multilevel Analysis
• Title not available (Why is that?)
• Matrix tricks for linear statistical models. Our personal top twenty.
• Title not available (Why is that?)
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Linear models and generalizations. Least squares and alternatives. With contributions by Michael Schomaker.
• Title not available (Why is that?)
• Equality of BLUEs or BLUPs under two linear models using stochastic restrictions
• Title not available (Why is that?)
• On the equality of the BLUPs under two linear mixed models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
• All about the \(\bot\) with its applications in the linear statistical models
• 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
• Title not available (Why is that?)
• A new derivation of BLUPs under random-effects model
• Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model
• Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
• Title not available (Why is that?)
• Simultaneous selection and estimation in general linear models
• Improved multivariate prediction under a general linear model
• Predictive Performance of the Methods of Restricted and Mixed Regression Estimators
• Title not available (Why is that?)
• Improved Predictions in Linear Regression Models with Stochastic Linear Constraints
• Computations of predictors/estimators under a linear random-effects model with parameter restrictions
• Computation and comparison of estimators under different linear random-effects models
• Transformation approaches of linear random-effects models
• Two competing linear random-effects models and their connections
• Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models
• Predictions and estimations under a group of linear models with random coefficients
• A comparison between two competing fixed parameter constrained general linear models with new regressors

Cited In (14)

• Simple proofs of root locations of two symmetric linear prediction models
• Simultaneous prediction in the generalized linear model
• Predictions and estimations under a group of linear models with random coefficients
• An algebraic study of BLUPs under two linear random-effects models with correlated covariance matrices
• Title not available (Why is that?)
• A matrix handling of predictions of new observations under a general random-effects model
• Simultaneous prediction using target function based on principal components estimator with correlated errors
• Some remarks on comparison of predictors in seemingly unrelated linear mixed models.
• Two competing linear random-effects models and their connections
• Predictions under a system of linear regression models with correlated errors
• On simultaneous prediction in a multivariate general linear model with future observations
• On best linear unbiased estimation and prediction under a constrained linear random-effects model
• Statistical analysis of a linear regression model with restrictions and superfluous variables
• Best linear unbiased predictors and estimators under a pair of constrained seemingly unrelated regression models

This page was built for publication: Simultaneous optimal predictions under two seemingly unrelated linear random-effects models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2076459)