CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2008, 24(3) 289-296 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Partial ridge-type spectral decomposition estimate
linear mixed model
admissibility.
Authors
Yang Hu
Li Yalian
PubMed
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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.  
Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Yang Hu
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