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Necessary and sufficient conditions that linear estimators of a mixed effects linear model are admissible under matrix loss function

 

作者: Fu Yong Lin,   Tang Shang Yong,  

 

期刊: Statistics  (Taylor Available online 1993)
卷期: Volume 24, issue 4  

页码: 303-309

 

ISSN:0233-1888

 

年代: 1993

 

DOI:10.1080/02331888308802417

 

出版商: Gordon and Breach Science Publishers S.A.

 

关键词: Mixed effect linear model;admissible estimator;risk function;quadratic loss function;g-inverse matrix

 

数据来源: Taylor

 

摘要:

Consider a mixed effects linear model Y = Xß+E, where Y € Rnlis a vector of observations, B € Rn1is mixed effects satisfying ß = A[d] + [d] with [d] N(0, o2[d]), [d] € Rk,1is fixed effects and [d] € Rp,lis random effects, which is uncorrelated withEN(0, o2V); X, A, [d] and V are known matrices, [d] and V are nonnegative definite. A random effects linear model and a fixed effects linear model are a special case of the above model. Necessary and sufficient conditions for a Linear estimator LY + b of S[d]+ Qß to be admissible in the class of linear estimators under the matrix risk are given

 

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