Open AccessA note on the equality of the BLUPs for new observations under two linear models
Author(s) -
Stephen Haslett,
Simo Puntanen
Publication year - 2010
Publication title -
acta et commentationes universitatis tartuensis de mathematica./acta et commentationes universitatis tartuensis de mathematica
Language(s) - English
Resource type - Journals
eISSN - 2228-4699
pISSN - 1406-2283
DOI - 10.12697/acutm.2010.14.03
Subject(s) - best linear unbiased prediction , rank (graph theory) , linear model , mathematics , econometrics , statistics , computer science , artificial intelligence , combinatorics , selection (genetic algorithm)
We consider two linear models, L_1 and L_2, say, with new unobserved future observations. We give necessary and sufficient conditions in the general situation, without any rank assumptions, that the best linear unbiased predictor (BLUP) of the new observation under the the model L_1 continues to be BLUP also under the model L_2.