[R-sig-ME] Is BLUP a good thing?

[David Duffy]

On Mon, 28 Mar 2011, Dominick Samperi wrote:

> After reading the recent publications on the dangers of applying BLUP to
> natural populations (Hadfield et al 2010, Morrissey et al 2010) I was
> left wondering why it works at all. The latter paper claims that BLUP
> has a long and successful history when applied to animal breeding,
> but no examples showing its effectiveness were presented.

It depends on how much additional information your model for the latent 
variables carries.  In the genetic case, you have a strong biological 
model for the genetic covariances between individuals given the 
relationships, and in the animal breeding case, lots of data (eg milk 
production in hundreds of offspring of a single prize bull).

Other usages are to give shrunken estimators in an empirical Bayes way, 
but for frequentists ;), or disattenuation of measurement error, or 
estimation of factor scores (they may not actually be called BLUPs in 
other fields).