Estimators of the Mean Squared Error of Prediction in Linear Regression

DOI10.2307/1268109zbMATH Open0554.62056OpenAlexW4256402687MaRDI QIDQ3217461FDOQ3217461

Authors: Olaf Bunke, Bernd Droge 

Publication date: 1984

Full work available at URL: https://doi.org/10.2307/1268109

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zbMATH Keywords

normal modelresponse functionminimum mean squared error estimatorselection of variablesbest unbiased estimatorestimators of the mean squared error of prediction

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (17)

• Mean Squared Error of Estimation or Prediction Under a General Linear Model
• Mean squared error of empirical predictor.
• Optimal non-diagonal-type estimators in linear regression under the prediction error sum of squares criterion
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• Strong universal consistent estimate of the minimum mean squared error
• Resampling-based bias-corrected time series prediction
• Mean squared error of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model
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• A note on estimating the msep in nonlinear regression
• Bootstrap and cross-validation estimates of the prediction error for linear regression models
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• Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression
• Linear regression analysis using the relative squared error
• Mean square error behavior for prediction in linear regression models
• Accuracy estimate of a linear regression model
• On finite-sample properties of adaptive least squares regression estimates
• MSE of the best linear predictor in nonorthogonal models

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