A predictive density approach to predicting a future observable in multilevel models

DOI10.1016/j.jspi.2003.10.002zbMath1058.62046OpenAlexW2070454719MaRDI QIDQ1765762

Jan de Leeuw, David Afshartous

Publication date: 23 February 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.10.002

zbMATH Keywords

Kullback-Leibler divergencePredictionMultilevel modelPredictive densityPredictive interval

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Statistical aspects of information-theoretic topics (62B10)

Uses Software

• TERRACE-TWO

Cites Work

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• Decomposition of Prediction Error
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• Predictive inference, sufficiency, entropy and an asymptotic likelihood principle
• Goodness of prediction fit
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Decomposition of Prediction Error in Multilevel Models
• On Information and Sufficiency

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