A derivation of BLUP--Best linear unbiased predictor

Jiming Jiang

Statistics & Probability Letters, 1997, vol. 32, issue 3, 321-324

Abstract: We show the best linear unbiased predictor (BLUP) can be derived as the best predictor (under normality) based on all error contrasts (i.e., transformation of data with mean 0). The result reveals an interesting connection between BLUP and REML--restricted or residual maximum likelihood--estimates.

Keywords: Mixed; models; Error; contrasts; REML (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (4)

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