Invariance of the BLUE under the linear fixed and mixed effects models
Author(s) -
Jarkko Isotalo,
Märt Möls,
Simo Puntanen
Publication year - 2006
Publication title -
acta et commentationes universitatis tartuensis de mathematica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.276
H-Index - 6
eISSN - 2228-4699
pISSN - 1406-2283
DOI - 10.12697/acutm.2006.10.06
Subject(s) - best linear unbiased prediction , generalized linear mixed model , mathematics , fixed effects model , estimator , linear model , random effects model , mixed model , function (biology) , statistics , combinatorics , computer science , panel data , selection (genetic algorithm) , medicine , meta analysis , artificial intelligence , evolutionary biology , biology
We consider the estimation of the parametric function X1β1 under the partitioned linear fixed effects model y=X1β1+X2β2+ε and the linear mixed effects model y=X1β1+X2γ2+ε, where γ2 is considered to be a random vector. Particularly, we consider when the best linear unbiased estimator, BLUE, of X1β1 under the linear fixed effects model equals the corresponding BLUE under the linear mixed effects model.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom