Admissible prediction in superpopulation models with random regression coefficients under matrix loss function
Admissible prediction problems in finite populations with arbitrary rank under matrix loss function are investigated. For the general random effects linear model, we obtained the necessary and sufficient conditions for a linear predictor of the linearly predictable variable to be admissible in the two classes of homogeneous linear predictors and all linear predictors and the class that contains all predictors, respectively. Moreover, we prove that the best linear unbiased predictors (BLUPs) of the population total and the finite population regression coefficient are admissible under different assumptions of superpopulation models respectively.
Year of publication: |
2012
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Authors: | Xu, Li-Wen ; Yu, Sheng-Hua |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 103.2012, 1, p. 68-76
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Publisher: |
Elsevier |
Keywords: | Finite populations Linear predictors Best linear unbiased predictor Admissibility Random coefficients |
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