Likelihood Prediction for Generalized Linear Mixed Models under Covariate Uncertainty

DOI10.1080/03610926.2012.657330zbMath1462.62567OpenAlexW2088079904MaRDI QIDQ2815356

Md. Moudud Alam

Publication date: 28 June 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:du-13512

zbMATH Keywords

predictive likelihoodcoverage intervalcredit risk predictionfuture value predictionprofile predictive likelihoodstochastic covariate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Generalized linear models (logistic models) (62J12) Linear inference, regression (62J99) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

• Predictive likelihood
• Predictive likelihood: A review. With comments and a rejoinder by the author
• Prediction and confidence intervals for nonlinear measurement error models without identifiability information.
• Finite-population prediction under error-in-variables superpopulation models
• Prediction intervals - a review
• Computationally feasible estimation of the covariance structure in generalized linear mixed models
• Approximate predictive likelihood
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Generalized Linear Models with Random Effects
• Parameterization and Bayesian Modeling
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