Prediction and calibration in generalized linear models

MaRDI QIDQ1881385zbMATH OpenFDO

Authors Paolo Vidoni

Publication date 5 October 2004

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

zbMATH Keywords

asymptotic expansioncoverage probabilityinverse predictionprediction limitpredictive density

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Generalized linear models (logistic models) (62J12)

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(9)

• The Wally plot approach to assess the calibration of clinical prediction models
• Improved prediction limits for continuous and discrete observations in generalised linear models
• Calibration Intervals in Linear Regression Models
• Calibration of predictions in regression
• Prediction intervals for GLMs, GAMs, and some survival regression models
• Comparison of models by the calculus of prediction distribution
• Prediction intervals for Poisson-based regression models
• Optimal prediction for quantiles and probabilities
• Approximate predictive densities and their applications in generalized linear models

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