Statistical inference of a partitioned linear random-effects model

doi:10.1080/03610926.2021.1926509

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	Statistical inference of a partitioned linear random-effects model
	Liu, Ming1 ; Tian, Yongge2 ; Yuan, Ruixia 2
	2021-05
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
卷号	52 期号:4 页码:1251-1272
摘要	Estimation and prediction of regression models with partition forms are widely applied techniques in statistical inference and data analysis. In this paper, we consider some fundamental inference problems regarding a linear random-effects model (LREM) and its reduced models without statistical distribution assumptions for error terms. We shall present a partition form of LREM and its correctly-reduced models, introduce the consistency concepts of the LREM and its reduced models, define the predictability/estimability of unknown parameters in the LREM and its reduced models, establish the matrix equations and analytical formulas associated with best linear unbiased predictors (BLUPs) and best linear unbiased estimators (BLUEs) of all unknown parameter vectors in the LREM and its reduced models, and present many fundamental decomposition equalities for the BLUPs/BLUEs of all unknown parameters in the LREM and its reduced models.
关键词	PLREM BLUP BLUE generalized inverses rank formula
DOI	10.1080/03610926.2021.1926509
收录类别	EI ; SCOPUS ; SCIE
ISSN	0361-0926
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000653905500001
出版者	TAYLOR & FRANCIS INC
EI入藏号	20212110413841
EI主题词	Regression analysis
EI分类号	921.1 Algebra ; 922.1 Probability Theory ; 922.2 Mathematical Statistics
原始文献类型	Article ; Early Access
EISSN	1532-415X
引用统计	被引频次：6[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/30185
专题	图书馆统计与数据科学学院
作者单位	1.Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou, Peoples R China; 2.Shanghai Business Sch, Coll Business & Econ, Shanghai, Peoples R China
第一作者单位	兰州财经大学
推荐引用方式 GB/T 7714	Liu, Ming,Tian, Yongge,Yuan, Ruixia. Statistical inference of a partitioned linear random-effects model[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2021,52(4):1251-1272.
APA	Liu, Ming,Tian, Yongge,&Yuan, Ruixia.(2021).Statistical inference of a partitioned linear random-effects model.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,52(4),1251-1272.
MLA	Liu, Ming,et al."Statistical inference of a partitioned linear random-effects model".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 52.4(2021):1251-1272.