Prediction in a class of mixed models with two variance components
type: Item
instance of: scholarly article
title: Prediction in a class of mixed models with two variance components
zbMATH Open document ID: 0642.62040
DOI: 10.1016/0378-3758(88)90054-7
author: Julio L. Peixoto
published in: Journal of Statistical Planning and Inference
publication date: 1988-01-01T00:00:00Z
review text: A best unbiased predictor (BUP) of an arbitrary linear combination of fixed and random effects in mixed linear models is available when the true values of the variance ratios are known. When the true values are unknown, a two-stage predictor, obtained from the BUP by replacing the true values by estimated values, can be used. In this article, exact mean squared errors of two-stage predictors are obtained for a class of mixed models with two variance components that includes the balanced one-way random model and other analysis-of-variance models with proportional frequencies and one balanced random factor.
Mathematics Subject Classification ID: 62J10
Mathematics Subject Classification ID: 62J07
zbMATH DE Number: 4046913
zbMATH Keywords: balanced factor
zbMATH Keywords: James-Stein predictor
zbMATH Keywords: best unbiased predictor
zbMATH Keywords: linear combination of fixed and random effects
zbMATH Keywords: mixed linear models
zbMATH Keywords: exact mean squared errors of two-stage predictors
zbMATH Keywords: balanced one-way random model
zbMATH Keywords: proportional frequencies
MaRDI profile type: Publication
full work available at URL: 0378-3758(88)90054-7
OpenAlex ID: W2025340122
cites work: Sub-Balanced Data and the Mixed Analysis of Variance
cites work: Q3345566
cites work: Best Linear Unbiased Prediction in the Generalized Linear Regression Model
cites work: Q5732999
cites work: Extension of the Gauss-Markov theorem to include the estimation of random effects
cites work: Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
cites work: Best Linear Unbiased Estimation and Prediction under a Selection Model
cites work: The Estimation of Environmental and Genetic Trends from Records Subject to Culling
cites work: Q3185327
cites work: Q5639225
cites work: Unbiasedness of two-stage estimation and prediction procedures for mixed linear models
cites work: Approximations for Standard Errors of Estimators of Fixed and Random Effect in Mixed Linear Models
cites work: Comparisons of Alternative Predictors Under the Balanced One-Way Random Model
cites work: Q5623132
description: scientific article; zbMATH DE number 4046913