That BLUP is a Good Thing: The Estimation of Random Effects

@article{Robinson1991ThatBI,
  title={That BLUP is a Good Thing: The Estimation of Random Effects},
  author={G. K. Robinson},
  journal={Statistical Science},
  year={1991},
  volume={6},
  pages={15-32}
}
  • G. Robinson
  • Published 1 February 1991
  • Mathematics
  • Statistical Science
In animal breeding, Best Linear Unbiased Prediction, or BLUP, is a technique for estimating genetic merits. In general, it is a method of estimating random effects. It can be used to derive the Kalman filter, the method of Kriging used for ore reserve estimation, credibility theory used to work out insurance premiums, and Hoadley's quality measurement plan used to estimate a quality index. It can be used for removing noise from images and for small-area estimation. This paper presents the… 

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Small sample inference for fixed effects from restricted maximum likelihood.

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A random model approach for the LASSO

Two related simulation studies are presented that show that dispersion parameter estimation results in effect estimates that are competitive with other estimation methods (including other LASSO methods).

ESTIMATION, PREDICTION AND INFERENCE FOR THE LASSO RANDOM EFFECTS MODEL

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Estimation of Parameters in Random Effect Models with Incidence Matrix Uncertainty

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