Predicting Unobservable Values and Estimating Missing Ones. A Coordinate-Free Approach. Part 1.

Abstract

A coordinate-free approach to linear prediction is developed. The results extend to those obtained by Watson (1972) and they are applied here to the estimation of random effects in mixed linear models. The treatment is self-contained and gives a study of when the BLU and LS predictors are identical. In Part II the methods will be applied to the closely related topic of estimating missing values in the analysis variance. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1979
Accession Number
ADA073118

Entities

People

  • Anne Houtman

Organizations

  • Princeton University

Tags

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Covariance
  • Data Science
  • Decomposition
  • Estimators
  • Information Science
  • Military Research
  • Notation
  • Observation
  • Probability
  • Random Variables
  • Security
  • Statistics
  • Two Dimensional
  • Universities
  • Vector Spaces

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.