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The link between the mixed and fixed linear models revisited

S. Haslett (), S. Puntanen () and B. Arendacká ()

Statistical Papers, 2015, vol. 56, issue 3, 849-861

Abstract: Haslett and Puntanen (Stat Pap 51:465–475, 2010 ) studied the links between the linear mixed model and a particular extended linear model including only fixed effects. This paper is a follow-up article to that paper clarifying some central concepts appearing therein and allowing the random effect and error term to be correlated. We also show an interesting connection between the big extended model with fixed effects and a particular mixed model obtained by transforming the extended model. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Best linear unbiased estimator; Best linear unbiased predictor; Linear mixed model; Linear fixed effect model; Henderson’s mixed model equation; 62J05; 62J10 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s00362-014-0611-9

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