Optimal prediction in loglinear models

DOI10.1016/S0304-4076(01)00061-6MaRDI QIDQ5944503zbMATH OpenOpenAlexWikidataFDO

Authors Kees Jan van Garderen

Publication date 5 February 2002

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4076(01)00061-6

zbMATH Keywords

exponential familiesLaplace transformnonlinear modelsprediction unbiasedness

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20)

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Cites work

• A Note on Estimation in Lognormal Models
• Asymptotic Behavior of Predictors in a Nonlinear Simultaneous System
• scientific article; zbMATH DE number 3133146 (Why is no real title available?)
• scientific article; zbMATH DE number 3141417 (Why is no real title available?)
• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• scientific article; zbMATH DE number 148194 (Why is no real title available?)
• scientific article; zbMATH DE number 3611701 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• On Devising Unbiased Estimators for the Parameters of the Cobb-Douglas Production Function
• Residual-Based Procedures for Prediction and Estimation in a Nonlinear Simultaneous System
• Some Statistical Implications of the Log Transformation of Multiplicative Models
• The Interpretation and Estimation of Cobb-Douglas Functions
• The One-Period Forecast Errors in Nonlinear Econometric Models
• Variance of the MVUE for the Lognormal Mean

Cited in

(12)

• Optimal antithetic weights for lognormal time series forecasting
• Best look-alike prediction: another look at the Bayesian classifier and beyond
• Optimal prediction in the linearly transformed spiked model
• Prediction of the Nash through penalized mixture of logistic regression models
• Optimal prediction in the multivariate linear model with arbitrary rank
• Exact interpretation of dummy variables in semilogarithmic equations
• scientific article; zbMATH DE number 6413743 (Why is no real title available?)
• scientific article; zbMATH DE number 232272 (Why is no real title available?)
• Best unbiased prediction for Gaussian and log-Gaussian processes
• Worst-case bounds for the logarithmic loss of predictors
• Log-efficient search for significant inputs of linear model
• Sufficiency and efficiency in statistical prediction

Describes a project that uses

Uses Software

• GAUSS

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