Best Linear Unbiased Prediction in the Generalized Linear Regression Model

From MaRDI portal
Publication:5328520

DOI10.2307/2281645zbMath0124.35502OpenAlexW4233471183MaRDI QIDQ5328520

A. S. Goldberger

Publication date: 1962

Full work available at URL: https://doi.org/10.2307/2281645



Related Items

Characterizing relationships between BLUPs under linear mixed model and some associated reduced models, Estimation and prediction based on record statistics in the presence of an outlier, Forecasting Levels in Loglinear Unit Root Models, On optimal joint prediction of order statistics, Inertia and rank approach in transformed linear mixed models for comparison of BLUPs, An explicit characterization of admissible linear estimators of fixed and random effects in balanced random models, Decomposition of Prediction Error in Multilevel Models, Some asymptotic properties of kriging when the covariance function is misspecified, The origins of kriging, Multivariable spatial prediction, Pitman comparisons of predictors of censored observations from progressively censored samples for exponential distribution, Linear Prediction Sufficiency for New Observations in the General Gauss–Markov Model, Computations of predictors/estimators under a linear random-effects model with parameter restrictions, Comparative study for assessing the Pitman’s closeness of predictors based on exponential record data, AN INVESTIGATION OF GENERALIZED RAKINGIN THE SYNTHETIC ESTIMATION OFPOPULATION SIZE, Admissibility of simultaneous prediction for actual and average values in finite population, On relations between BLUPs under two transformed linear random-effects models, An optimized conformable fractional non-homogeneous gray model and its application, Quantile regression for longitudinal data, Longitudinal analysis of spatially correlated data, Simultaneous best linear invariant prediction of future order statistics for location-scale and scale families and associated optimality properties, Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression, Multivariate loss prediction in the multivariate additive model, Prediction in a class of mixed models with two variance components, Prediction and inverse estimation in repeated-measures models, Model-free model-fitting and predictive distributions, Predictions and estimations under a group of linear models with random coefficients, Forecasting with serially correlated regression models, The matrix handling of BLUE and BLUP in the mixed linear model, Rank and inertia formulas for covariance matrices of BLUPs in general linear mixed models, Estimation of Standard Errors of Empirical Bayes Estimators in Capm-Type Models, Risk performance of some shrinkage estimators, The reconstruction of index data in aggregative econometric models, Circumstances in which different criteria of estimation can be applied to estimate policy effects, Double penalized quantile regression for the linear mixed effects model, Computation and comparison of estimators under different linear random-effects models, Optimal prediction designs in finite discrete spectrum linear regression models, Unbiased prediction in linear regression models with equi-correlated responses, Forecasting with spatial panel data, Sparse matrix tools for Gaussian models on lattices, Predictions from ARMAX models, The use of indicator variables in computing predictions, Modified maximum likelihood predictors of future order statistics from normal samples, Some remarks on comparison of predictors in seemingly unrelated linear mixed models., Transformation approaches of linear random-effects models, Estimation of regression models with equi-correlated responses when some observations on the response variable are missing, Best affine unbiased response decomposition, Prediction with measurement errors in finite populations, Point prediction of future order statistics from an exponential distribution, Linear prediction of record values for the two parameter exponential distribution, On best linear unbiased estimation and prediction under a constrained linear random-effects model, Predictive inference for linear and multivariate linear models with ma(1) error processes, On the equality of the BLUPs under two linear mixed models, Estimation of fixed effects panel regression models with separable and nonseparable space-time filters, On best unbiased prediction and its relationships to unbiased estimation, Predicting random effects with an expanded finite population mixed model, Optimal estimating function for estimation and prediction in semi-parametric models, Simultaneous prediction in the generalized linear model, Bounds for normal approximations to the distributions of generalized least squares predictors and estimators, Assessment of forecasts and forecast uncertainty using feneralized linear regression models for time series count data, Matrix rank and inertia formulas in the analysis of general linear models, BLUP in the nested panel regression model with serially correlated errors, Best linear unbiased predictor in the mixed model with incomplete data, On some predictors of times to failure of censored items in progressively censored samples, Least-squares prediction in linear models with integer unknowns, A new analysis of the relationships between a general linear model and its mis-specified forms, A recursive linear MMSE filter for dynamic systems with unknown state vector means, Mean squared prediction error in the spatial linear model with estimated covariance parameters, Kriging, cokriging, radial basis functions and the role of positive definiteness, Optimality of equidistant sampling designs for the Brownian motion with a quadratic drift, Comparisons among some predictors of exponential distributions using Pitman closeness, Estimating realized random effects, A predictive density approach to predicting a future observable in multilevel models, Multilevel model prediction, Parameter estimation and inference in the linear mixed model, Exponomial forecasts of nonstationary time series, Unnamed Item, Two competing linear random-effects models and their connections, The optimal extended balanced loss function estimators, Upper bounds for the Euclidean distances between the BLUPs, On equality of ordinary least squares estimator, best linear unbiased estimator and best linear unbiased predictor in the general linear model, A Comparison of Mixed and Ridge Estimators of Linear Models, A mixed time-series/econometric approach to forecasting peak system load, Prediction in the context of the variance-components model, Estimation and prediction in the presence of an outlier under Type-II censoring, Identification of distributed-parameter systems from sparse measurements, Equalities between OLSE, BLUE and BLUP in the linear model, Mean squared error of the empirical best linear unbiased predictor in an orthogonal finite discrete spectrum linear regression model, Minima of vector quadratic forms with applications to statistics, Performance of balanced two-stage empirical predictors of realized cluster latent values from finite populations: a simulation study, On simultaneous best linear unbiased prediction of future order statistics and associated properties, Kriging by local polynomials., Prediction from the regression model with two-way error components, Note on a family of unbiased predictors for the equi-correlated responses in linear regression models, Predictive inference for the elliptical linear model, Predictions under a system of linear regression models with correlated errors, D-optimal joint best linear unbiased prediction of order statistics. Joint BLUP, A simple description of spatial-temporal processes, On spatiotemporal prediction for on-line monitoring data, The multivariate linear model with multivariate \(t\) and intra-class covariance structure, Comparison of covariance matrices of predictors in seemingly unrelated regression models, MSE of the best linear predictor in nonorthogonal models, A longitudinal data analysis interpretation of credibility models, Prediction intervals for the future record values from exponential distribution: comparative study, Linear regression analysis using the relative squared error, BLUP in the panel regression model with spatially and serially correlated error components, A semiparametric technique to estimate survival probabilities, On Optimal Point and Block Prediction in Log-Gaussian Random Fields, Maximum likelihood prediction, Pooled parametric inference for minimal repair systems, Prediction of nonlinear spatial functionals, Error estimation properties of Gaussian process models in stochastic simulations, A note on optimal vector unbiased predictor, Relative squared error prediction in the generalized linear regression model