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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2018-08-01
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| Series: | Open Mathematics |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/math-2018-0087 |
| Summary: | 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 our BLUP has better properties than some other predictions. Simulations confirm its better finite sample performance. |
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| ISSN: | 2391-5455 |