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Re: st: xtmixed: BLUP=EB?
Can't wait to try it out, when my copy of Stata 9 arrives.
> Yes, BLUP and empirical Bayes are one and the same here. As to the
> between BLUP and EBLUP, the E stands for "estimated." Technically
> speaking a
> BLUP of a random effect is defined in terms of the theoretical
> variance-covariance matrices for both the random effects and the
> errors, but these matrices are taken as known. The actual estimates
> obtain are EBLUPS, which are BLUPs with estimated variance components
> used in
> place of their theoretical counterparts.
> The BLUPs mentioned in -xtmixed- documentation are technically EPLUPs,
> we just call them BLUPs since we have no need to distinguish between
> two -- they are real predictions of random effects for your particular
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