Decomposition of Prediction Error

DOI10.2307/2288063MaRDI QIDQ3676988zbMATH OpenOpenAlexFDO

Authors David A. Harville

Publication date 1985

Full work available at URL https://doi.org/10.2307/2288063

zbMATH Keywords

best linear unbiased predictionJames-Stein estimatorempirical Bayes estimationmixed linear modelsdecomposition of prediction errordifferent stages of knowledgerandom one way classification model

Mathematics Subject Classification ID

Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10)

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Cited in

(21)

• On the built-in restrictions in linear mixed models, with application to smoothing spline analysis of variance
• Estimation of unobserved counts from partially observed multinomial distributions
• On spatiotemporal prediction for on-line monitoring data
• Assessment of forecasts and forecast uncertainty using feneralized linear regression models for time series count data
• A longitudinal data analysis interpretation of credibility models
• Two-stage prediction in linear models
• Empirical Bayes prediction for a mixed linear model with autoregressive errors
• Prediction from the regression model with two-way error components
• Restricted likelihood representation and decision-theoretic aspects of meta-analysis
• On best unbiased prediction and its relationships to unbiased estimation
• A predictive density approach to predicting a future observable in multilevel models
• Prediction-interval procedures and (fixed-effects) confidence-interval procedures for mixed linear models
• Bootstrap estimation of uncertainty in prediction for generalized linear mixed models
• Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution
• Spatial statistics in the presence of location error with an application to remote sensing of the environment
• Statistical estimation by a linear combination of two given statistics
• Mean squared prediction error in the spatial linear model with estimated covariance parameters
• Prediction from the regression model with one-way error components
• Prediction error after model search
• Calibration of the exponential Ornstein-Uhlenbeck process when spot prices are visible through the maximum log-likelihood method. Example with gold prices
• Decomposition of Prediction Error in Multilevel Models

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