A comparison between two competing fixed parameter constrained general linear models with new regressors

Simultaneous optimal predictions under two seemingly unrelated linear random-effects models

“…To account for general prediction/estimation problems of unknown parameters in a given linear regression model, it is common practice to first adopt a feasible procedure for obtaining exact expressions of predictors/estimators of the unknown parameters in the model. Tian recently developed an analytical method in [33,34] to solve certain types of constrained quadratic matrix-valued function optimization problem in the Löwner partial ordering, and used the method to examine some simultaneous linear estimations/predictions of all unknown parameters in LREMs with original and future observations; see also [7,11,15,17,18,31,32,[35][36][37] for a series of related approaches.…”