Ӧ�ø���ͳ�� 2008, 24(3) 289-296 DOI:      ISSN: 1001-4268 CN: 31-1256

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Partial Ridge-Type Spectral Decomposition Estimate in Linear Mixed Model
Yang Hu, Li Yalian
Department of Statistics and Actuarial Science, College of Mathematics and Physics
Abstract: As to the linear model with its random effect being common balance multiple classification, Wang and Yin\ucite{1} introduced a new parameter estimation method called the spectral decomposition estimate (SDE). In this paper, we generalize the SDE into the situation when the design matrix is ill-conditioned and
propose the partial ridge-type spectral decomposition estimate. Through the model transformation of dimensionality reduction which is similar to the principal component estimate, we can easily get that the new estimate has stronger noise-rejection ability and some other important properties. Furthermore, the results we get in the paper can also be easily used in Panel model.
Keywords: Partial ridge-type spectral decomposition estimate   linear mixed model   admissibility.  
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