Necessary and sufficient conditions that linear estimators of a mixed effects linear model are admissible under matrix loss function

DOI10.1080/02331888308802417zbMath0808.62008OpenAlexW2002753588MaRDI QIDQ4324733

Fuyong Lin, Tang Shang Yong

Publication date: 28 February 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888308802417

zbMATH Keywords

linear estimatorsquadratic lossmatrix riskrandom effects linear modelfixed effects linear modelmixed effects linear modelg-inverse matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Related Items

Matrix loss in comparison of linear experiments ⋮ The fundamental aspects of the admissibility in the quadratic approximation of linear mappings ⋮ On Admissibility of Linear Estimators with Respect to the Mean Square Error Matrix Criterion Under the General Mixed Linear Model

Cites Work

• A matrix inequality and admissibility of linear estimators with respect to the mean square error matrix criterion
• Extension of the Gauss-Markov theorem to include the estimation of random effects
• Estimation of parameters in a linear model
• A matrix optimization problem
• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves