Estimation, Testing, and Prediction Regions of the Fixed and Random Effects by Solving the Henderson's Mixed Model Equations

TL;DR

This paper reviews methods for statistical inference on fixed and random effects in linear mixed models, focusing on solutions derived from Henderson's mixed model equations for hypothesis testing and interval estimation.

Contribution

It provides a concise overview of inference techniques based on Henderson's equations for fixed and random effects in simple linear mixed models.

Findings

Summarizes methods for hypothesis testing in mixed models

Describes construction of confidence and prediction regions

Highlights the use of Henderson's equations for inference

Abstract

We present a brief overview of the methods for making statistical inference (testing statistical hypotheses, construction of confidence and/or prediction intervals and regions) about linear functions of the fixed effects and/or about the fixed and random effects simultaneously, in conventional simple linear mixed model. The presented approach is based on solutions from the Henderson's mixed model equations.