Toutenburg, Helge and Shalabh,
Prediction of Response Values in Linear Regression Models from Replicated Experiments.
Collaborative Research Center 386, Discussion Paper 112
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