Goodness of Prediction Fit for Multivariate Linear Models

DOI10.2307/2291395MaRDI QIDQ3128659zbMATH OpenOpenAlexFDO

Authors Martin S. Levy, T. K. Keyes

Publication date 18 September 1997

Full work available at URL https://doi.org/10.2307/2291395

zbMATH Keywords

Bayesian predictive densitycalculus of variationsdiscrimination informationgeneral location-scale familyinvariant Student-\(t\) random matrixJeffreys noninformative priorKullback-Leibler lossmatrix normal error termsmultivariate linear modelpredictive inferencepredictive likelihood

Mathematics Subject Classification ID

Bayesian inference (62F15)

Recommendations

• On consistency of some predicting densities for the multivariate linear model
• A numerical comparison of some prediction densities for the normal linear model
• Improved prediction for a multivariate normal distribution with unknown mean and variance
• Studentization and prediction problems in multivariate multiple regression

Cited in

(12)

• A numerical comparison of some prediction densities for the normal linear model
• A predictive density approach to predicting a future observable in multilevel models
• Dutch book against some `objective' priors
• Assessing a vector of clinical observations
• Algorithms for Fitting Blinex Loss Parameters
• Studentization and prediction problems in multivariate multiple regression
• An Optimal Prediction Function for the Normal Linear Model
• Linear Predictivity: An Alternative for MANOVA and Multivariate Multiple Regression
• Bayesian predictive analysis of the multiple linear model system
• Comment on article by Rubio and Steel
• Information measures in perspective
• On the sample information about parameter and prediction

This page was built for publication: Goodness of Prediction Fit for Multivariate Linear Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3128659)