An algebraic study of BLUPs under two linear random-effects models with correlated covariance matrices

DOI10.1080/03081087.2016.1155533zbMath1358.15012OpenAlexW2311309616MaRDI QIDQ2953387

Bo Jiang, Yongge Tian

Publication date: 4 January 2017

Published in: Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03081087.2016.1155533

zbMATH Keywords

covariance matrixlinear matrix equationsrank formulasub-sample modellinear random-effects modellinear unbiased predictors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Theory of matrix inversion and generalized inverses (15A09) Matrix equations and identities (15A24) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (14)

On relations between BLUPs under two transformed linear random-effects models ⋮ Predictions and estimations under a group of linear models with random coefficients ⋮ On simultaneous prediction in a multivariate general linear model with future observations ⋮ Computation and comparison of estimators under different linear random-effects models ⋮ On equivalence of predictors/estimators under a multivariate general linear model with augmentation ⋮ Transformation approaches of linear random-effects models ⋮ Statistical analysis of a linear regression model with restrictions and superfluous variables ⋮ 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 ⋮ Predictions under a system of linear regression models with correlated errors ⋮ Simultaneous optimal predictions under two seemingly unrelated linear random-effects models ⋮ Computations of predictors/estimators under a linear random-effects model with parameter restrictions ⋮ Statistical inference of a partitioned linear random-effects model

Cites Work

• Equality of BLUES or BLUPS under two linear models using stochastic restrictions
• On the equality of the BLUPs under two linear mixed models
• A new derivation of BLUPs under random-effects model
• Simultaneous selection and estimation in general linear models
• Improved multivariate prediction in a general linear model with an unknown error covariance matrix.
• Solutions of a constrained Hermitian matrix-valued function optimization problem with applications
• Matrix Tricks for Linear Statistical Models
• A matrix handling of predictions of new observations under a general random-effects model
• Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems
• Improved Predictions in Linear Regression Models with Stochastic Linear Constraints

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