On the estimation of prediction errors in linear regression models

DOI10.1007/BF00773671MaRDI QIDQ1260704zbMATH OpenOpenAlexFDO

Authors Ping Zhang

Publication date 25 August 1993

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00773671

zbMATH Keywords

correlation coefficientconditional prediction errormean squared error lossresidual error distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 4088698 (Why is no real title available?)
• scientific article; zbMATH DE number 410127 (Why is no real title available?)
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• How Many Variables Should be Entered in a Regression Equation?
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• The negative correlations between data-determined bandwidths and the optimal bandwidth
• Variable Selection in Nonparametric Regression with Categorical Covariates

Cited in

(17)

• Linear prediction error methods for stochastic nonlinear models
• New insights into evaluation of regression models through a decomposition of the prediction errors: application to near-infrared spectral data
• A robust method of estimation based on the MML estimators for a simple linear regression model
• Mean square error behavior for prediction in linear regression models
• On the estimation of prediction errors in logistic regression models
• Errors in regression lines
• Accuracy estimate of a linear regression model
• Controlling the significance levels of prediction error tests for linear regression models
• A note on pure error and its effect on regression model significance
• scientific article; zbMATH DE number 6193729 (Why is no real title available?)
• Model evaluation based on the sampling distribution of estimated absolute prediction error
• Estimator of prediction error based on approximate message passing for penalized linear regression
• Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model
• scientific article; zbMATH DE number 750691 (Why is no real title available?)
• A Note on Prediction Error with Collinearity
• scientific article; zbMATH DE number 3967748 (Why is no real title available?)
• scientific article; zbMATH DE number 4104186 (Why is no real title available?)

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