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Prediction Theory 1 Introduction 2 General Linear Mixed Model

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17.2 <strong>Mixed</strong> <strong>Model</strong> Equations<br />

The process is to define y, X, and Z, and also G and R. After that, the calculations are<br />

straightforward. The “means” model will be used for this example.<br />

17.2.1 Observations<br />

The observation vector for the “means” model is<br />

⎛ ⎞<br />

11/3<br />

16/4<br />

y =<br />

14/5<br />

.<br />

⎜ ⎟<br />

⎝ 19/6 ⎠<br />

18/3<br />

17.2.2 Xb and Zu<br />

Xb =<br />

⎛<br />

⎜<br />

⎝<br />

1<br />

1<br />

1<br />

1<br />

1<br />

⎞<br />

⎟<br />

⎠<br />

µ.<br />

The overall mean is the only column in X for this model.<br />

There are two random factors and each one has its own design matrix.<br />

where<br />

so that, together,<br />

Z c c =<br />

⎛<br />

⎜<br />

⎝<br />

1 0<br />

1 0<br />

1 0<br />

0 1<br />

0 1<br />

Zu =<br />

⎞<br />

Zu =<br />

(<br />

Z c<br />

Z s<br />

) ( c<br />

s<br />

( )<br />

C1<br />

, Z<br />

⎟ C s s =<br />

⎠ 2<br />

⎛<br />

⎜<br />

⎝<br />

1 0 1 0 0<br />

1 0 0 1 0<br />

1 0 0 0 1<br />

0 1 1 0 0<br />

0 1 0 1 0<br />

⎛<br />

⎜<br />

⎝<br />

⎞ ⎛<br />

⎟ ⎜<br />

⎠ ⎝<br />

)<br />

,<br />

1 0 0<br />

0 1 0<br />

0 0 1<br />

1 0 0<br />

0 1 0<br />

C 1<br />

C 2<br />

S A<br />

S B<br />

S C<br />

⎞<br />

.<br />

⎟<br />

⎠<br />

⎞<br />

⎛<br />

⎜<br />

⎝<br />

⎟<br />

⎠<br />

S A<br />

S B<br />

S C<br />

⎞<br />

⎟<br />

⎠ ,<br />

20

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