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The link between the mixed and fixed linear models revisited

Author

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  • S. Haslett
  • S. Puntanen
  • B. Arendacká

Abstract

Haslett and Puntanen (Stat Pap 51:465–475, 2010 ) studied the links between the linear mixed model and a particular extended linear model including only fixed effects. This paper is a follow-up article to that paper clarifying some central concepts appearing therein and allowing the random effect and error term to be correlated. We also show an interesting connection between the big extended model with fixed effects and a particular mixed model obtained by transforming the extended model. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • S. Haslett & S. Puntanen & B. Arendacká, 2015. "The link between the mixed and fixed linear models revisited," Statistical Papers, Springer, vol. 56(3), pages 849-861, August.
    • Handle: RePEc:spr:stpapr:v:56:y:2015:i:3:p:849-861
    DOI: 10.1007/s00362-014-0611-9
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    References listed on IDEAS

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    1. Liu, Xin & Wang, Qing-Wen, 2013. "Equality of the BLUPs under the mixed linear model when random components and errors are correlated," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 297-309.
    2. Stephen Haslett & Simo Puntanen, 2010. "Equality of BLUEs or BLUPs under two linear models using stochastic restrictions," Statistical Papers, Springer, vol. 51(2), pages 465-475, June.
    3. Jürgen Groß, 2004. "The general Gauss-Markov model with possibly singular dispersion matrix," Statistical Papers, Springer, vol. 45(3), pages 311-336, July.
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    Citations

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    Cited by:

    1. Changli Lu & Yuqin Sun & Yongge Tian, 2018. "Two competing linear random-effects models and their connections," Statistical Papers, Springer, vol. 59(3), pages 1101-1115, September.
    2. Yongge Tian, 2017. "Transformation approaches of linear random-effects models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(4), pages 583-608, November.
    3. S. J. Haslett & X. Q. Liu & A. Markiewicz & S. Puntanen, 2020. "Some properties of linear sufficiency and the BLUPs in the linear mixed model," Statistical Papers, Springer, vol. 61(1), pages 385-401, February.

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