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

Wilhelm B. Kloke wb at yorikke.arb-phys.uni-dortmund.de
Mon Aug 19 14:03:26 CEST 2002

In article <ifado.list.r.help/Pine.LNX.4.31.0208191041401.13359-100000 at gannet.stats>,
 <ripley at stats.ox.ac.uk> wrote:
>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.

Let me sharpen my original question. Given new observations (on a new
or even an old subject), is there a simple test whether these new
observations are fitted by the model? As I understand it, if I had the BLUPs
I could just compare the residuals of the fit with the model's residuals
and those of a fixed effects model only for the new data.

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