The linear mixed models (LMM) and the empirical best linear unbiased predictor
(EBLUP) induced from LMM have been well studied and extensively used for a
long time in many applications. Of these, EBLUP in small area estimation has
been recognized as a useful tool in various practical statistics. In this paper, we
give a review on LMM and EBLUP from a aspect of small area estimation. Espe-
cially, we explain why EBLUP is likely to be reliable. The reason is that EBLUP
possesses the shrinkage function and the pooling eects as desirable properties,
which arise from the setup of random eects and common parameters in LMM.
Such important properties of EBLUP are claried as well as some recent results
of the mean squared error estimation, the condence interval and the variable
selection procedures are summarized.