A note on the equality of the BLUPs for new observations under two linear models

  • Stephen J. Haslett Massey University
  • Simo Puntanen University of Tampere
Keywords: best linear unbiased estimator (BLUE), best linear unbiased predictor (BLUP), generalized inverse, linear fixed effects model, orthogonal projector


We consider two linear models, L_1 and L_2, say, with new unobserved future observations. We give necessary and sufficient conditions in the general situation, without any rank assumptions, that the best linear unbiased predictor (BLUP) of the new observation under the the model L_1 continues to be BLUP also under the model L_2.


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Author Biographies

Stephen J. Haslett, Massey University

Institute of Fundamental Sciences

Simo Puntanen, University of Tampere

Department of Mathematics and Statistics