Estimation and Prediction in a Multivariate Random Effects Generalized Linear Model
研究了多元随机效应线性模型中个体回归系数的估计，以及基于该模型预测个体未来响应的问题，推导并比较了模型参数未知时各种预测器的预测均方误差。
Abstract Estimation of an individual's regression coefficients in a multivariate random effects linear model is considered. The problem of prediction of future responses of an individual based on the random effects model is also considered, and the prediction mean squared errors of various predictors are derived and compared for the practical situation where all parameters of the model are unknown and estimates must be used.