Open AccessInvariance 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./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.