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Re: st: xtmixed: BLUP=EB?


From   Michael Ingre <Michael.Ingre@ipm.ki.se>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtmixed: BLUP=EB?
Date   Thu, 28 Apr 2005 09:52:12 +0200

Thanks.

Can't wait to try it out, when my copy of Stata 9 arrives.

Michael

rgutierrez@stata.com:

> Yes, BLUP and empirical Bayes are one and the same here.  As to the
> difference
> 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
> overall
> errors, but these matrices are taken as known.  The actual estimates
> you
> 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,
> but
> we just call them BLUPs since we have no need to distinguish between
> the
> two -- they are real predictions of random effects for your particular
> data.

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