Bayesian assessment of the unconditional mean square error of repeated predictions from a regression equation

DOI10.1016/0304-4076(74)90002-5MaRDI QIDQ1846321zbMATH OpenOpenAlexFDO

Authors Nicholas J. Gonedes, Harry V. Roberts

Publication date 1974

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

Full work available at URL https://doi.org/10.1016/0304-4076(74)90002-5

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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• Bayesian analysis of a three-component hierarchical design model
• ESTIMATING MULTIPLE REGRESSIONS IN m GROUPS: A CROSS‐VALIDATION STUDY
• On a Paradox Concerning Inference About a Convariance Matrix
• Probabilistic Prediction
• The Examination and Analysis of Residuals

Cited in

(1)

• Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I

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