A derivation of BLUP - Best linear unbiased predictor

被引：10

作者：

Jiang, JM ^{[1
]}

机构：

[1] CASE WESTERN RESERVE UNIV, DEPT STAT, CLEVELAND, OH 44106 USA

来源：

STATISTICS & PROBABILITY LETTERS | 1997年 / 32卷 / 03期

关键词：

mixed models; error contrasts; REML;

D O I：

10.1016/S0167-7152(96)00089-2

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：321 / 324

页数：4

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