A Further Study of Predictions in Linear Mixed Models

作者：Yang Hu; Ye Huiliang^*; Xue Kai

来源：Communications in Statistics - Theory and Methods, 2014, 43(20): 4241-4252.

DOI：10.1080/03610926.2012.725497

• Mixed predictor
• Best linear unbiased predictor
• Linear mixed model
• Biased predictor
• Mean square error matrix

This article is concerned with the prediction problems in linear mixed models (LMM). Both biased predictors and restricted predictors are introduced. It was found that the mean square error matrix (MSEM) of a predictor strongly depends on the MSEM of corresponding estimator of the fixed effects and precise formulas are obtained. As an application, we propose three new predictors to improve the best linear unbiased predictor (BLUP). The performance of the new predictors can be examined easily with the help of vast literature on the linear regression models (LM). We also illustrate our findings with a Monte Carlo simulation and a numerical example.

• 出版日期2014-10-18
• 单位重庆大学