=+13.17. Show that the minimizer of (13.71) is the same as the best linear unbiased estimator (BLUE)
Question:
=+13.17. Show that the minimizer of (13.71) is the same as the best linear unbiased estimator (BLUE) for β and the best linear unbiased predictor (BLUP)
for γ in the linear mixed model y = Xβ + Zγ + , where γ ∼ N(0, σ2Iq),
∼ N(0, τ 2In), and γ and are indepedent, provided that λ is identical to the ratio τ 2/σ2. For the definition of BLUE and BLUP, see Section 5.6.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: