[R] [nlme] BLUPs for a new subject in a fitted lme model?

[ripley@stats.ox.ac.uk]

On Mon, 19 Aug 2002 iwhite at staffmail.ed.ac.uk wrote:

> In the simple model Y = mu + U + e, where U and e have variances Vu and
> Ve, the BLUP for a subject with observation Y is
>
> E(U|Y) = Vu  * (Y - mu)
>         ----
>        (Vu+Ve)
>
> Similarly for more complicated models, i.e. the BLUP is a simple function
> of the variance components. I'm not sure whether this answers the original
> question, but it must be relevant and nobody has mentioned it so far.

Yes, it is relevant.

In general the BLUP is not a simple function like that, not with
hierarchical designs and e.g. random effects on slopes as well as
intercepts.  Which is why I'd like my software to do it for me.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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