BLUPs are unbiased. Explain why this does not imply that E(u u) = u. Illustrate by

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BLUPs are unbiased. Explain why this does not imply that E(ũ ∣ u) = u. Illustrate by a simulation using a simple linear mixed model. For your simulation, show how ũ tends to shrink toward 0 relative to u.

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Ali Khawaja

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