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Toutenburg, Helge and Shalabh (1998): Prediction of Response Values in Linear Regression Models from Replicated Experiments. Collaborative Research Center 386, Discussion Paper 112 [PDF, 214kB]


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

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