Prediction of Response Values in Linear Regression Models from Replicated Experiments

Toutenburg, Helge und Shalabh (1998): Prediction of Response Values in Linear Regression Models from Replicated Experiments. Sonderforschungsbereich 386, Discussion Paper 112

Abstract

This paper considers the problem of prediction in a linear regression model when data sets are available from replicated experiments. Pooling the data sets for the estimation of regression parameters, we present three predictors - one arising from the least squares method and two stemming from Stein-rule method. Efficiency properties of these predictors are discussed when they are used to predict actual and average values of response variable within/out-side the sample. Key words: least squares estimator, prediction, Stein-type estimator

• Dokumententyp: Paper
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Sonderforschungsbereich 386 ; Sonderforschungsbereiche > Sonderforschungsbereich 386
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• Sprache: Englisch