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Abstract Details
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Activity Number:
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360
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Type:
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Contributed
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Date/Time:
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Tuesday, August 2, 2011 : 10:30 AM to 12:20 PM
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Sponsor:
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Business and Economic Statistics Section
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| Abstract - #301801 |
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Title:
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The BLUP's Asymptotic Distribution: A Didactical Note
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Author(s):
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Luis Frank*+
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Companies:
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University of Buenos Aires
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Address:
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Av. San Martin 4453, Buenos Aires, International, C1417DSE, Argentina
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Keywords:
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BLUP ;
Mixed Models ;
Linear Models ;
Random Effects
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Abstract:
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The paper derives the asymptotic variance of a mixed-model's predictor obtained by penalized least squares and shows that asymptotically the variance of the prediction error does not depend on the variance of the random-effects, a result that seems to have been overlooked in the literature. A closed form for the predictor's finite sample variance is also presented.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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