Mixed models and shrinkage estimation for balanced and unbalanced designs

@article{Bao2022MixedMA,
  title={Mixed models and shrinkage estimation for balanced and unbalanced designs},
  author={Yihan Bao and James G. Booth},
  journal={Communications in Statistics - Simulation and Computation},
  year={2022}
}
  • Yihan Bao, J. Booth
  • Published 4 November 2021
  • Mathematics
  • Communications in Statistics - Simulation and Computation
The known connection between shrinkage estimation, empirical Bayes, and mixed effects models is explored and applied to balanced and unbalanced designs in which the responses are correlated. As an illustration, a mixed model is proposed for predicting the outcome of English Premier League games that takes into account both home and away team effects. Results based on empirical best linear unbiased predictors obtained from fitting mixed linear models are compared with fully Bayesian predictors… 

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