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

DOI10.1016/J.JMVA.2008.01.004zbMATH Open1144.62047OpenAlexW2006499055WikidataQ56830615 ScholiaQ56830615MaRDI QIDQ943595FDOQ943595

Authors: Xu-Qing Liu, Jian-Ying Rong, Xiuying 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

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• scientific article; zbMATH DE number 6453651

zbMATH Keywords

linear combinationbest linear unbiased predictor (BLUP)mixed linear modeltransformed modellinear sufficiencylinear completenesslinear minimal sufficiency

Mathematics Subject Classification ID

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

Cites Work

• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
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• Sufficient and admissible estimators in general multivariate linear model
• Nonnegative quadratic estimation and quadratic sufficiency in general linear models
• Linear sufficiency and linear admissibility in a continuous time Gauss-Markov model.
• Linear completeness in a continuous time Gauss-Markov model

Cited In (31)

• Equality of the BLUPs under the mixed linear model when random components and errors are correlated
• A new derivation of BLUPs under random-effects model
• Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model
• An explicit characterization of admissible linear estimators of fixed and random effects in balanced random models
• Title not available (Why is that?)
• On relations between BLUPs under two transformed linear random-effects models
• On superiority of estimation regarding Pitman closeness criterion in general mixed linear models
• About the best linear unbiased predictor (BLUP) and associated restrictions
• Some Properties of Linear Prediction Sufficiency in the Linear Model
• Quadratic prediction and quadratic sufficiency in finite populations
• Simultaneous optimal predictions under two seemingly unrelated linear random-effects models
• Title not available (Why is that?)
• A new insight into the problem of best linear unbiased prediction in linear models
• Best quadratic predictions in finite populations
• A Further Study of Predictions in Linear Mixed Models
• General ridge predictors in a mixed linear model
• General linear mixed model and signal extraction problem with constraint
• An evaluation of ridge estimator in linear mixed models: an example from kidney failure data
• Title not available (Why is that?)
• The Equalities of BLUPs for Linear Combinations Under Two General Linear Mixed Models
• Title not available (Why is that?)
• Some properties of linear sufficiency and the BLUPs in the linear mixed model
• Some remarks on comparison of predictors in seemingly unrelated linear mixed models.
• Comparison of covariance matrices of predictors in seemingly unrelated regression models
• Spatial best linear unbiased prediction: a computational mathematics approach for high dimensional massive datasets
• Best Quadratic Unbiased Prediction in a General Linear Model with Stochastic Regression Coefficients
• Best linear unbiased predictor in the mixed model with incomplete data
• Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models
• Inertia and rank approach in transformed linear mixed models for comparison of BLUPs
• A note on admissibility of linear estimators in random models with a special structure
• An empirical Bayes derivation of best linear unbiased predictors

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