Admissible prediction in superpopulation models with random regression coefficients under matrix loss function

https://doi.org/10.1016/j.jmva.2011.06.008Get rights and content
Under an Elsevier user license
open archive

Abstract

Admissible prediction problems in finite populations with arbitrary rank under matrix loss function are investigated. For the general random effects linear model, we obtained the necessary and sufficient conditions for a linear predictor of the linearly predictable variable to be admissible in the two classes of homogeneous linear predictors and all linear predictors and the class that contains all predictors, respectively. Moreover, we prove that the best linear unbiased predictors (BLUPs) of the population total and the finite population regression coefficient are admissible under different assumptions of superpopulation models respectively.

Highlights

► We investigate admissible prediction in finite population under matrix loss function. ► An efficient way to study the admissibility of linear predictor is presented. ► We examine two classes of linear predictors and all predictors, respectively. ► The n.s. conditions for a predictor to be admissible are given in the two classes. ► Admissibility of the BLUPs of some population quantities of interest are verified.

AMS 2000 subject classification

62M20
62D05
62C15
15A09

Keywords

Finite populations
Linear predictors
Best linear unbiased predictor
Admissibility
Random coefficients

Cited by (0)

This research was supported by the National Natural Science Foundation of China (10801085), Beijing Natural Science Foundation (The Theory of Mixed Effects Models of Multivariate Complex Data and Its Applications; 1112008), NCET and Beijing Municipal Training Programme Foundation for the Excellent Talents.