On unbiasedness of the empirical BLUE and BLUP

Jiming Jiang

Statistics & Probability Letters, 1999, vol. 41, issue 1, 19-24

Abstract: Let y = X[beta] + Z[alpha] + [epsilon] be a mixed linear model, where [beta] is a vector of fixed effects, [alpha] is a vector of random effects, and [epsilon] is a vector of errors. Kackar and Harville (1984) showed that the best linear unbiased estimator (BLUE) of [beta] and the best linear unbiased predictor (BLUP) of [alpha] remain unbiased if the true variance components at which the BLUE and BLUP are computed are replaced by nonnegative, even and translation-invariant estimators, provided the expectations of the resulting empirical BLUE and BLUP exist. In this short note, we show that when there is a single random effect factor in the model, those expectations do exist.

Keywords: Mixed; models; Empirical; BLUE; and; BLUP; Expectations (search for similar items in EconPapers)
Date: 1999
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(98)00115-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:41:y:1999:i:1:p:19-24

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().