Unbiased prediction in linear regression models with equi-correlated responses

被引：3

作者：

Shalabh ^{[1
]}

机构：

[1] Univ Jammu, Dept Stat, Jammu 180004, India

来源：

STATISTICAL PAPERS | 1998年 / 39卷 / 02期

关键词：

Linear Regression Model; Efficiency Property; Classical Predictor; Balance Loss Function; Full Column Rank Matrix;

D O I：

10.1007/BF02925411

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper considers the problem predicting the actual and mean values response variable in a linear regression model with equi-correlated responses. Two such predictors are presented and their efficiency properties are studied with respect to the criterion of covariance matrix.

引用

页码：237 / 244

页数：8

共 50 条

[1] Unbiased prediction in linear regression models with equi-correlated responses
[J]. Statistical Papers, 1998, 39 : 237 - 244
[2] Note on a family of unbiased predictors for the equi-correlated responses in linear regression models
[J]. Statistical Papers, 2000, 41 : 237 - 241
[3] Note on a family of unbiased predictors for the equi-correlated responses in linear regression models
Shalabh
[J]. STATISTICAL PAPERS, 2000, 41 (02) : 237 - 241
[4] IMPACTS OF EQUI-CORRELATED RESPONSES ON MULTICOLLINEARITY
ALI, MA
ALI, MM
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1992, 21 (07) : 1965 - 1975
[5] On weak consistency in linear models with equi-correlated random errors
Jia, XW
Rao, MB
Zhang, HM
[J]. STATISTICS, 2003, 37 (06) : 463 - 473
[6] Estimation of regression models with equi-correlated responses when some observations on the response variable are missing
H. Toutenburg
[J]. Statistical Papers, 2003, 44 : 217 - 232
[7] Estimation of regression models with equi-correlated responses when some observations on the response variable are missing
Toutenburg, H
Shalabh
[J]. STATISTICAL PAPERS, 2003, 44 (02) : 217 - 232
[8] Maximum likelihood estimation in linear models with equi-correlated random errors
Zhang, HM
Rao, MB
[J]. AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, 2006, 48 (01) : 79 - 93
[9] PREDICTION FROM LOCATION-SCALE MODEL WITH EQUI-CORRELATED RESPONSE
HAQ, MS
[J]. COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1978, 7 (09): : 857 - 866
[10] Mixed linear regression with equi-cross-correlated errors
Egmar Rödel
[J]. Statistical Papers, 2001, 42 : 329 - 351

← 1 2 3 4 5 →