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A characterization of admissible linear estimators of fixed and random effects in linear models |
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| Authors: | Ewa Synówka-Bejenka Stefan Zontek |
| Institution: | (1) Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra, ul. prof. Z. Szafrana 4 a, 65-516 Zielona Góra, Poland |
| Abstract: | In the paper the problem of simultaneous linear estimation of fixed and random effects in the mixed linear model is considered. A necessary and sufficient conditions for a linear estimator of a linear function of fixed and random effects in balanced nested and crossed classification models to be admissible are given. |
| Keywords: | Linear model Linear estimation Linear prediction Admissibility Admissibility among an affine set Locally best estimator |
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