ON THE ESTIMATION AND PREDICTION IN MIXED LINEAR MODELS

Abstract

Beginning with the classical Gauss-Markov Linear Model for mixed effects and using the technique of the Lagrange multipliers to obtain an alternative method for the estimation of linear predictors. A structural method is also discussed in order to obtain the variance and covariance matrixes and their inverses.

Keywords

• linear model
• mixes effect
• predictor
• estimator