Simultaneous prediction in the generalized linear model

This paper studies the prediction based on a composite target function that allows to simultaneously predict the actual and the mean values of the unobserved regressand in the generalized linear model. The best linear unbiased prediction (BLUP) of the target function is derived. Studies show that ou...

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Bibliographic Details
Main Authors: Bai Chao, Li Haiqi
Format: Article
Language:English
Published: De Gruyter 2018-08-01
Series:Open Mathematics
Subjects:
Online Access:https://doi.org/10.1515/math-2018-0087