Equalities between OLSE, BLUE and BLUP in the linear model
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Publication:744777
DOI10.1007/s00362-013-0500-7zbMath1334.62110OpenAlexW2008058810MaRDI QIDQ744777
Stephen J. Haslett, Jarkko Isotalo, Simo Puntanen, Yong Hui Liu
Publication date: 26 September 2014
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-013-0500-7
linear modelgeneralized inversebest linear unbiased estimatorordinary least squaresbest linear unbiased predictorGauss-Markov model
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)
Related Items (17)
On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model ⋮ On the equality of estimators under a general partitioned linear model with parameter restrictions ⋮ Equalities between the BLUEs and BLUPs under the partitioned linear fixed model and the corresponding mixed model ⋮ Some Further Remarks on the Linear Sufficiency in the Linear Model ⋮ Predictions and estimations under a group of linear models with random coefficients ⋮ Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model ⋮ Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models ⋮ Some properties of linear sufficiency and the BLUPs in the linear mixed model ⋮ Computation and comparison of estimators under different linear random-effects models ⋮ Inertia and rank approach in transformed linear mixed models for comparison of BLUPs ⋮ On comparison of dispersion matrices of estimators under a constrained linear model ⋮ Matrix rank and inertia formulas in the analysis of general linear models ⋮ Some remarks on a pair of seemingly unrelated regression models ⋮ Two competing linear random-effects models and their connections ⋮ Some Properties of Linear Prediction Sufficiency in the Linear Model ⋮ Upper bounds for the Euclidean distances between the BLUPs ⋮ Comparison of covariance matrices of predictors in seemingly unrelated regression models
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