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Transformation approaches of linear random-effects models

机译:线性随机效应模型的转换方法

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Assume that a linear random-effects model y = X beta + epsilon = X( A alpha + gamma) + epsilon is transformed as Ty = TX beta + T epsilon = TX(A alpha + gamma) + T epsilon by pre-multiplying a given matrix T of arbitrary rank. These two models are not necessarily equivalent unless T is of full column rank, and we have to work with this derived model in many situations. Because predictors/estimators of the parameter spaces under the two models are not necessarily the same, it is primary work to compare predictors/estimators in the two models and to establish possible links between the inference results obtained from two models. This paper presents a general algebraic approach to the problem of comparing best linear unbiased predictors (BLUPs) of parameter spaces in an original linear random-effects model and its transformations, and provides a group of fundamental and comprehensive results on mathematical and statistical properties of the BLUPs. In particular, we construct many equalities for the BLUPs under an original linear random-effects model and its transformations, and obtain necessary and sufficient conditions for the equalities to hold.
机译:假设将线性随机效应模型y = X beta + epsilon = X(A alpha +γ)+ epsilon转换为Ty = TX beta + T epsilon = TX(A alpha + gamma)+ T epsilon给定任意等级的矩阵T。除非T具有完整的列秩,否则这两个模型不一定等效,并且在许多情况下我们都必须使用此派生模型。由于两个模型下参数空间的预测器/估计器不一定相同,因此比较两个模型中的预测器/估计器并在从两个模型获得的推断结果之间建立可能的联系是首要工作。本文提出了一种通用代数方法,用于比较原始线性随机效应模型及其转换中参数空间的最佳线性无偏预测变量(BLUP),并提供了一组关于该变量的数学和统计性质的基础和综合结果BLUP。特别地,我们在原始线性随机效应模型及其变换下构造了BLUP的许多等式,并获得了满足等式的必要和充分条件。

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