Bayesian assessment of the unconditional mean square error of repeated predictions from a regression equation

DOI10.1016/0304-4076(74)90002-5zbMath0287.62063OpenAlexW2044889539MaRDI QIDQ1846321

Harry V. Roberts, Nicholas J. Gonedes

Publication date: 1974

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(74)90002-5

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (1)

Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I

Cites Work

• On a Paradox Concerning Inference About a Convariance Matrix
• Probabilistic Prediction
• Bayesian analysis of a three-component hierarchical design model
• ESTIMATING MULTIPLE REGRESSIONS IN m GROUPS: A CROSS‐VALIDATION STUDY
• The Examination and Analysis of Residuals
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