SHRINKAGE REGRESSION PREDICTORS FOR PREDICTION AREA DIFFERENT FROM SAMPLE AREA

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タイトル別名
  • Shrinkage Regression Predictors for Pre

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説明

In a linear regression model, some shrinkage type regression predictors are examined in a situation where a prediction area is different from a sample area. This is then evaluated from the perspective of an estimation error of shrinkage parameter to estimate from a sample. The goodness of the shrinkage regression predictor is appraised on the basis of the expectation of Prediction Mean Square Error (PMSE) with respect to the model condition parameter following a prior distribution. A modified shrinkage predictor is proposed.

収録刊行物

  • 日本統計学会誌

    日本統計学会誌 23 (2), 183-199, 1993

    一般社団法人 日本統計学会

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