Assume that a linear random-effects model (LRM) $\by = \bX \bbe + \bve = \bX\bbe+ \bve$ with $\bbe = \bA \bal + \bga$ is transformed as $\bT\by = \bT\bX\bbe + \bT\bve = \bT\bX\bA \bal + \bT\bX\bga + \bT\bve$ by pre-multiplying a given matrix $\bT$. Estimations/predictions of the unknown parameters under the two models are not … Read more
This article presents a new investigation to the linear mixed model $\by = \bX \bbe + \bZ\bga + \bve$ with fixed effect $\bX\bbe$ and random effect $\bZ\bga$ under a general assumption via some novel algebraic tools in matrix theory, and reveals a variety of deep and profound properties hidden behind the linear mixed model. We … Read more
In many applications in statistics, finance, and insurance/reinsurance, one seeks a solution of finding a covariance matrix satisfying a large number of given linear equality and inequality constraints in a way that it deviates the least from a given symmetric matrix. The difficulty in finding an efficient method for solving this problem is due to … Read more