Improved Predictions in Linear Regression Models with Stochastic Linear Constraints

DOI<71::AID-BIMJ71>3.0.CO;2-H 10.1002/(SICI)1521-4036(200001)42:1<71::AID-BIMJ71>3.0.CO;2-HzbMath0969.62046OpenAlexW1992794800MaRDI QIDQ4950955

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Publication date: 4 October 2001

Full work available at URL: https://doi.org/10.1002/(sici)1521-4036(200001)42:1<71::aid-bimj71>3.0.co;2-h

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (13)

Feasible generalized Stein-rule restricted ridge regression estimators ⋮ Admissibility of simultaneous prediction for actual and average values in finite population ⋮ On relations between BLUPs under two transformed linear random-effects models ⋮ Robust Bayesian analysis of a multivariate dynamic model ⋮ Predictive Performance of the Improved Estimators with Exact Restrictions in Linear Regression Models ⋮ On the performance of the poisson and the negative binomial ridge predictors ⋮ An algebraic study of BLUPs under two linear random-effects models with correlated covariance matrices ⋮ Simultaneous prediction using target function based on principal components estimator with correlated errors ⋮ Simultaneous prediction in the generalized linear model ⋮ Use of prior information in the form of interval constraints for the improved estimation of linear regression models with some missing responses ⋮ The quasi-stochastically constrained least squares method for ill linear regression ⋮ Simultaneous optimal predictions under two seemingly unrelated linear random-effects models ⋮ Improved multivariate prediction in a general linear model with an unknown error covariance matrix.

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