Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model

DOI10.1080/03610920600672146zbMATH Open1102.62072OpenAlexW2034156058MaRDI QIDQ5484682FDOQ5484682

Simo Puntanen, Jarkko Isotalo

Publication date: 21 August 2006

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920600672146

Recommendations

• Some Properties of Linear Prediction Sufficiency in the Linear Model
• Further properties of linear prediction sufficiency and the BLUPs in the linear model with new observations
• A note on the concepts of linear and quadratic sufficiency
• scientific article; zbMATH DE number 5954374
• Best linear unbiased prediction for linear combinations in general mixed linear models

zbMATH Keywords

BLUPlinear predictionBLUEGauss-Markov modellinear sufficiencylinear zero functionsfundamental equations of best linear unbiased predictionlinear prediction sufficiency

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Sufficient statistics and fields (62B05)

Cites Work

• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Linear transformations preserving best linear unbiased estimators in a general Gauss-Markoff model
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Title not available (Why is that?)
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Linear models. An integrated approach
• Title not available (Why is that?)
• The general Gauss-Markov model with possibly singular dispersion matrix
• The matrix handling of BLUE and BLUP in the mixed linear model
• On best unbiased prediction and its relationships to unbiased estimation
• Title not available (Why is that?)
• Linear sufficiency with respect to a given vector of parametric functions
• Sufficiency and completeness in the linear model
• A note on the concepts of linear and quadratic sufficiency
• The Gauss–Markov Theorem for Regression Models with Possibly Singular Covariances

Cited In (26)

• Equality of the BLUPs under the mixed linear model when random components and errors are correlated
• On misspecification of the dispersion matrix in mixed linear models
• Optimal prediction in finite populations under matrix loss
• On relations between BLUPs under two transformed linear random-effects models
• Fundamental Equations of BLUE and BLUP in the Multivariate Linear Model with Applications
• Best linear unbiased prediction for linear combinations in general mixed linear models
• Some Properties of Linear Prediction Sufficiency in the Linear Model
• Equality of BLUES or BLUPS under two linear models using stochastic restrictions
• On the equality of the BLUPs under two linear mixed models
• Equalities between OLSE, BLUE and BLUP in the linear model
• Equalities between the BLUEs and BLUPs under the partitioned linear fixed model and the corresponding mixed model
• Linear prediction sufficiency in the misspecified linear model
• On equality of ordinary least squares estimator, best linear unbiased estimator and best linear unbiased predictor in the general linear model
• All about the \(\bot\) with its applications in the linear statistical models
• A Useful Matrix Decomposition and Its Statistical Applications in Linear Regression
• The Equalities of BLUPs for Linear Combinations Under Two General Linear Mixed Models
• Upper bounds for the Euclidean distances between the BLUPs
• Some properties of linear sufficiency and the BLUPs in the linear mixed model
• Studying the various properties of MIN and MAX matrices -- elementary vs. more advanced methods
• Some Further Remarks on the Linear Sufficiency in the Linear Model
• Comparison of covariance matrices of predictors in seemingly unrelated regression models
• Transformation approaches of linear random-effects models
• Best Quadratic Unbiased Prediction in a General Linear Model with Stochastic Regression Coefficients
• Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models
• Some notes on linear sufficiency
• The link between the mixed and fixed linear models revisited

This page was built for publication: Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5484682)