[R] [nlme] BLUPs for a new subject in a fitted lme model?

ripley@stats.ox.ac.uk ripley at stats.ox.ac.uk
Mon Aug 19 11:44:44 CEST 2002

On Mon, 19 Aug 2002 iwhite at staffmail.ed.ac.uk wrote:

> In the simple model Y = mu + U + e, where U and e have variances Vu and
> Ve, the BLUP for a subject with observation Y is
> E(U|Y) = Vu  * (Y - mu)
>         ----
>        (Vu+Ve)
> Similarly for more complicated models, i.e. the BLUP is a simple function
> of the variance components. I'm not sure whether this answers the original
> question, but it must be relevant and nobody has mentioned it so far.

Yes, it is relevant.

In general the BLUP is not a simple function like that, not with
hierarchical designs and e.g. random effects on slopes as well as
intercepts.  Which is why I'd like my software to do it for me.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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