A NEW INSIGHT INTO THE PROBLEM OF BEST LINEAR UNBIASED PREDICTION IN LINEAR MODELS

Jian-Ying Rong (P. R. China) and Xu-Qing Liu (P. R. China)

Received December 23, 2007

Abstract

In this paper we mainly aim at investigating a new insight into the problem of best linear unbiased prediction in a linear model and a corresponding mixed linear model. An equivalence is obtained and applied to a special linear model with compound symmetric structure of variance-covariance matrix.

Keywords and phrases: linear model, mixed linear model, best linear unbiased prediction (BLUP), compound symmetric.