COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, vol.52, no.9, pp.3108-3123, 2023 (SCI-Expanded)
Article / Article
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
BLUP, covariance matrix, inertia, linear mixed model, rank, transformed model, UNBIASED PREDICTION, EQUALITIES, COMPONENTS, ESTIMATORS, MATRICES, FORMULAS, BLUES
Karadeniz Technical University Affiliated:
This paper is concerned with comparison problems of predictors between a linear mixed model (LMM) that includes both fixed and random effects and its transformed model under general assumptions. Our aim is to establish a variety of equalities and inequalities for comparing covariance matrices of the best linear unbiased predictors (BLUPs) of unknown vectors under the models by using various inertia and rank formulas of block matrices. We also give some results for special transformed models such as submodels of original LMMs by applying the results obtained for general cases.