Two competing linear random-effects models and their connections

Changli Lu (), Yuqin Sun () and Yongge Tian ()
Additional contact information
Changli Lu: Shanghai Maritime University
Yuqin Sun: Shanghai Maritime University
Yongge Tian: Central University of Finance and Economics

Statistical Papers, 2018, vol. 59, issue 3, No 13, 1115 pages

Abstract: Abstract Assume that an observed random vector is represented in two alternative linear random-effects models (LRMs). In this case, the results of statistical inference under the two LRMs are not necessarily the same. The objective of this paper is to study the performance of the best linear unbiased predictors/best linear unbiased estimators (BLUPs/BLUEs) of all unknown parameters in two LRMs under most general assumptions on the covariance matrices of the random-effects terms and error terms. We establish necessary and sufficient conditions for the BLUPs/BLUEs to be equivalent under the two LRMs using some well-known formulas for calculating ranks of matrices and their generalized inverses, and also present various consequences and conclusions on some special special cases of LRMs.

Keywords: Linear random-effects model; Predictor; Estimator; Covariance matrix; Equality; 62F12; 62J05; 62J10 (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s00362-016-0806-3 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

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:spr:stpapr:v:59:y:2018:i:3:d:10.1007_s00362-016-0806-3

Ordering information: This journal article can be ordered from
http://www.springer. ... business/journal/362

DOI: 10.1007/s00362-016-0806-3

Access Statistics for this article

Statistical Papers is currently edited by C. Müller, W. Krämer and W.G. Müller

More articles in Statistical Papers from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().