COMPARISON OF BLUPS UNDER MULTIPLE PARTITIONED LINEAR MODEL AND ITS CORRECTLY-REDUCED MODELS

被引：0

作者：

Guler, Nesrin ^{[1
]}

Buyukkaya, Melek Eris ^{[2
]}

机构：

[1] Sakarya Univ, Dept Econometr, TR-54187 Sakarya, Turkiye

[2] Karadeniz Tech Univ, Dept Stat & Comp Sci, TR-61080 Trabzon, Turkiye

来源：

MISKOLC MATHEMATICAL NOTES | 2024年 / 25卷 / 01期

关键词：

BLUP; inertia; multiple partitioned linear model; rank; reduced model; BLUES; ESTIMABILITY; MATRICES;

D O I：

10.18514/MMN.2024.4286

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this study, we investigate the relations between a multiple partitioned linear model and its correctly-reduced models. We consider the comparison problem of covariance matrices of the best linear unbiased predictors (BLUPs) of all unknown vectors including partial parameters under these models by using the block matrix rank and inertia formulas. We derive various inequalities and equalities for covariance matrices of BLUPs under some general assumptions. Also, results for special cases are given.

引用

页码：241 / 254

页数：14

共 50 条

[21] Estimation under a general partitioned linear model
Gross, J
Puntanen, S
LINEAR ALGEBRA AND ITS APPLICATIONS, 2000, 321 (1-3) : 131 - 144
[22] On relations between BLUPs under two transformed linear random-effects models
Guler, Nesrin
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2022, 51 (09) : 5099 - 5125
[23] ON EQUALITIES OF BLUES FOR A MULTIPLE RESTRICTED PARTITIONED LINEAR MODEL
Huang, Yunying
Zheng, Bing
Chen, Guoliang
JOURNAL OF APPLIED ANALYSIS AND COMPUTATION, 2018, 8 (05): : 1555 - 1574
[24] Equality of the BLUPs under the mixed linear model when random components and errors are correlated
Liu, Xin
Wang, Qing-Wen
JOURNAL OF MULTIVARIATE ANALYSIS, 2013, 116 : 297 - 309
[25] On decompositions of BLUEs under a partitioned linear model with restrictions
Zhang, Xuan
Tian, Yongge
STATISTICAL PAPERS, 2016, 57 (02) : 345 - 364
[26] On decompositions of BLUEs under a partitioned linear model with restrictions
Xuan Zhang
Yongge Tian
Statistical Papers, 2016, 57 : 345 - 364
[27] On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models
Changli Lu
Yuqin Sun
Yongge Tian
Metrika, 2013, 76 : 707 - 722
[28] On an additive decomposition of the BLUE in a multiple-partitioned linear model
Tian, Yongge
JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 100 (04) : 767 - 776
[29] On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models
Lu, Changli
Sun, Yuqin
Tian, Yongge
METRIKA, 2013, 76 (05) : 707 - 722
[30] Comparison of designs for generalized linear models under model misspecification
Mukhopadhyay, S.
Khuri, A. I.
STATISTICAL METHODOLOGY, 2012, 9 (03) : 285 - 304

← 1 2 3 4 5 →