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Title: Joining models with commutative orthogonal block structure
Authors: Santos, Carla
Nunes, Célia
Dias, Cristina
Mexia, João Tiago
Keywords: Jordan algebra
Models with commutative orthogonal block structure
Models joining
Issue Date: 15-Mar-2017
Publisher: Elsevier
Citation: Santos, C., Nunes, C., Dias, C. & Mexia, J. (2017). Joining models with commutative orthogonal block structure. Linear Algebra and its Applications, 517, 235-245.
Abstract: Mixed linear models are a versatile and powerful tool for analysing data collected in experiments in several areas. A mixed model is a model with orthogonal block structure, OBS, when its variance–covariance matrix is of all the positive semi-definite linear combinations of known pairwise orthogonal orthogonal projection matrices that add up to the identity matrix. Models with commutative orthogonal block structure, COBS, are a special case of OBS in which the orthogonal projection matrix on the space spanned by the mean vector commutes with the variance–covariance matrix. Using the algebraic structure of COBS, based on Commutative Jordan algebras of symmetric matrices, and the Cartesian product we build up complex models from simpler ones through joining, in order to analyse together models obtained independently. This commutativity condition of COBS is a necessary and sufficient condition for the least square estimators, LSE, to be best linear unbiased estimators, BLUE, whatever the variance components. Since joining COBS we obtain new COBS, the good properties of estimators hold for the joined models.
Peer reviewed: yes
ISSN: 0024-3795
Publisher version:
Appears in Collections:D-MCF - Artigos em revistas indexadas à WoS/Scopus

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