A derivation of BLUP -- best linear unbiased predictor

DOI10.1016/S0167-7152(96)00089-2zbMath0886.62066OpenAlexW2030042181MaRDI QIDQ1359807

Jiming Jiang

Publication date: 5 April 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00089-2

zbMATH Keywords

mixed modelsREMLerror contrasts

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (8)

On relations between BLUPs under two transformed linear random-effects models ⋮ A note on admissibility of linear estimators in random models with a special structure ⋮ A new derivation of BLUPs under random-effects model ⋮ An explicit characterization of admissible linear estimators of fixed and random effects in balanced random models ⋮ Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) ⋮ BAP and credibility ⋮ A nonlinear Gauss-Seidel algorithm for inference about GLMM ⋮ Spatial econometrics for misaligned data

Cites Work

• Extension of the Gauss-Markov theorem to include the estimation of random effects
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• REML estimation: Asymptotic behavior and related topics
• Robust Estimation of Variance Components
• Maximum likelihood estimation of variance components
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Recovery of inter-block information when block sizes are unequal
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