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In: Statistics and Probability

Define best linear unbiased predictor (BLUP). Obtain the expression for BLUP in case of a simple...

Define best linear unbiased predictor (BLUP). Obtain the expression for BLUP

in case of a simple linear regression model satisfying all the basic assumptions. Show that BLUP can be written in terms of BLUE of the regression coefficients

Solutions

Expert Solution

This shows that BLUP can be written interm of BLUE of the regression coefficient.


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