Journal of the Korean Statistical Society

  • 제13권2호
  • /
  • Pages.107-113
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  • 1984
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  • 1226-3192(pISSN)
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  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Average Mean Square Error of Prediction for a Multiple Functional Relationship Model

  • 발행 : 1984.12.01
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초록

In a linear regression model the idependent variables are frequently subject to measurement errors. For this case, the problem of estimating unknown parameters has been extensively discussed in the literature while very few has been concerned with the effect of measurement errors on prediction. This paper investigates the behavior of the predicted values of the dependent variable in terms of the average mean square error of prediction (AMSEP). AMSEP may be used as a criterion for selecting an appropriate estimation method, for designing an estimation experiment, and for developing cost-effective future sampling schemes.

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참고문헌

  1. Biometrika v.62 The Effects of Errors in the Independent Variables in Linear Regression Davies,R.B.;Hutton,B.
  2. J. Amer. Statist. Ass. v.78 Prediction When Both Variables are Subject to Error, with Application to Earthquake Magnitudes Ganse,R.A.;Amemiya,Y;Fuller,W.A.
  3. The Advanced Theory of Statistics(Fourth ed.) v.2 Kendall,M.;Stuart,A.
  4. J. Roy. Statist. Soc. v.9 Regression Lines and the Linear Functional Relationship Lindley,D.V.
  5. J. Amer. Statist. Ass. v.54 The Fitting of Straight Lines When Both Variables are Subject to Error Madansky,A.
  6. J. Multivariate Analysis v.1 Estimating Structural and Functional Relationships Moran,P.A.P.
  7. IIE Transactions v.16 Analysis of the Prediction Problem in a Simple Functional Relationship Model Yum,B.J.;Neuhardt,J.B.