Computations of predictors/estimators under a linear random-effects model with parameter restrictions |
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| Authors: | Yuqin Sun Hong Jiang |
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| Institution: | 1. Institute of Logistics Science and Engineering, Shanghai Maritime University, Shanghai, China;2. School of Hospitality Management, Shanghai Business School, Shanghai, China |
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| Abstract: | This paper considers the problem of simultaneously predicting/estimating unknown parameter spaces in a linear random-effects model with both parameter restrictions and missing observations. We shall establish explicit formulas for calculating the best linear unbiased predictors (BLUPs) of all unknown parameters in such a model, and derive a variety of mathematical and statistical properties of the BLUPs under general assumptions. We also discuss some matrix expressions related to the covariance matrix of the BLUP, and present various necessary and sufficient conditions for several equalities and inequalities of the covariance matrix of the BLUP to hold. |
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| Keywords: | Linear random-effects model restriction missing observation BLUP BLUE |
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