Accession Number:

ADA073118

Title:

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

Descriptive Note:

Technical rept.,

Corporate Author:

PRINCETON UNIV N J DEPT OF STATISTICS

Personal Author(s):

• Houtman,Anne

Report Date:

1979-06-01

Pagination or Media Count:

19.0

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

Descriptors:

• *MATHEMATICAL PREDICTION
• LINEAR SYSTEMS
• STOCHASTIC PROCESSES
• MATRICES(MATHEMATICS)
• ANALYSIS OF VARIANCE
• OPERATORS(MATHEMATICS)
• COVARIANCE

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE