On Predictors and Estimators under a Constrained Partitioned Linear Model and its Reduced Models
Melek Eriş Büyükkaya, Nesrin Güler · Fundamental Journal of Mathematics and Applications · 2022
In this study, we consider a partitioned linear model with linear partial parameter constrains, known as a constrained partitioned linear model (CPLM), and its reduced models. A group of formulas on best linear unbiased predictors (BLUPs) and best linear unbiased estimators (BLUEs) in CPLM is derived via some quadratic matrix optimization methods, and further many basic properties of the predictors and estimators are established under some general assumptions. Our main purpose is to derive various inequalities and equalities for the comparison of covariance matrices of BLUPs and BLUEs under CPLM and its reduced models.