Best linear unbiased prediction for linear combinations in general mixed linear models

DOI10.1016/j.jmva.2008.01.004zbMath1144.62047OpenAlexW2006499055WikidataQ56830615 ScholiaQ56830615MaRDI QIDQ943595

Xu-Qing Liu, Jian-Ying Rong, Xiu-Ying Liu

Publication date: 10 September 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.01.004

zbMATH Keywords

linear combinationmixed linear modelbest linear unbiased predictor (BLUP)transformed modellinear sufficiencylinear completenesslinear minimal sufficiency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Linear transformations, semilinear transformations (15A04) Sufficient statistics and fields (62B05)

Related Items (20)

On relations between BLUPs under two transformed linear random-effects models ⋮ Quadratic prediction and quadratic sufficiency in finite populations ⋮ General ridge predictors in a mixed linear model ⋮ Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models ⋮ A note on admissibility of linear estimators in random models with a special structure ⋮ Some properties of linear sufficiency and the BLUPs in the linear mixed model ⋮ Equality of the BLUPs under the mixed linear model when random components and errors are correlated ⋮ Some remarks on comparison of predictors in seemingly unrelated linear mixed models. ⋮ A new derivation of BLUPs under random-effects model ⋮ Inertia and rank approach in transformed linear mixed models for comparison of BLUPs ⋮ An explicit characterization of admissible linear estimators of fixed and random effects in balanced random models ⋮ An evaluation of ridge estimator in linear mixed models: an example from kidney failure data ⋮ Best Quadratic Unbiased Prediction in a General Linear Model with Stochastic Regression Coefficients ⋮ A Further Study of Predictions in Linear Mixed Models ⋮ On Superiority of Estimation Regarding Pitman Closeness Criterion in General Mixed Linear Models ⋮ Some Properties of Linear Prediction Sufficiency in the Linear Model ⋮ General linear mixed model and signal extraction problem with constraint ⋮ Best quadratic predictions in finite populations ⋮ Comparison of covariance matrices of predictors in seemingly unrelated regression models ⋮ The Equalities of BLUPs for Linear Combinations Under Two General Linear Mixed Models

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