A recap on Linear Mixed Models and their hat-matrices

Risultato della ricerca: Articlepeer review

Abstract

This working paper has a twofold goal. On one hand, it provides a recap of LinearMixed Models (LMMs): far from trying to be exhaustive, this rst part of the working paperfocusses on the derivation of theoretical results on estimation of LMMs that are scattered inthe literature or whose mathematical derivation is sometimes missing or too quickly sketched.On the other hand, it discusses various denitions that are available in the literature for thehat-matrix of Linear Mixed Models, showing their limitations and proving their equivalence.
Lingua originaleEnglish
Numero di pagine24
RivistaD/SEAS WORKING PAPERS
Stato di pubblicazionePublished - 2017

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