BLUPs and shrinkage in Mixed Models — SAS

Data Visualization

BLUPs and shrinkage in Mixed Models

Using SAS

Mixed Models are a great tool for estimating variance components and using those estimates to provide predictions. The predictions coming from Mixed Models are called Best Linear Unbiased Prediction(BLUP), and they are called that way because they include the fixed and random effects of the model to provide a prediction.

By including both fixed and random effects, Mixed Models allow a technique called ‘shrinkage’, or partial-pooling, which …

mixed mixed-models sas sass shrinkage