【摘 要】
：
Assume that a general linear mixed-effects model y = Xβ + Zγ + ε is given. In this talk, Ill introduce how to derive analytical expressions of the best l
【机 构】
：
ChinaEconomicsandManagementAcademy,CentralUniversityofFinanceandEconomics,Beijing100081,China
【出 处】
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The 24th International Workshop on Matrices and Statistics(第
论文部分内容阅读
Assume that a general linear mixed-effects model y = Xβ + Zγ + ε is given. In this talk, Ill introduce how to derive analytical expressions of the best linear unbiased predictor (BLUP) of a general vector F β +Gγ +Hεof all unknown parameters in the model by solving a constrained quadratic matrix-valued function optimization problems in the Lowner sense. In addition, many formulas and decomposition equalities associated with the BLUPs and their covariance matrices will be presented. The work in this talk is an ongoing approach on unified theory of BLUPs under fixed-effects, random-effects, and mixed-effects models. A starting work on this topic was presented by the present speaker in: A new derivation of BLUPs under random-effect model. Metrika. DOI: 10.1007/s00184-015-0533-0.
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