Efficient Prediction Interval in Log-Normal Linear Model

淡江大學機構典藏 > 商管學院 > 統計學系暨研究所 > 期刊論文 > Item 987654321/75110

請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/75110

題名:	Efficient Prediction Interval in Log-Normal Linear Model
作者:	Chen, Li-Ching;Chen, Li-Hsueh;Ting, Chuan-Wei
貢獻者:	淡江大學統計學系
關鍵詞:	Log-normal linear model;Maximum likelihood;Ordinary least squares;Prediction interval
日期:	2012-06
上傳時間:	2012-03-13 01:55:20 (UTC+8)
出版者:	ICIC International
摘要:	Log-normal linear models are widely applied, and in many situations one is interested in predicting the response variable at the original scale for given covariate values. The back-transform (BT) prediction interval is universally used in practice. This study constructs a prediction interval of the response variable based on the highest density (HD) of the log-normal distribution. The simulation results show that the HD prediction intervals have reasonable coverage rates and indeed improve the intervals' length over the BT prediction intervals, particularly for the cases of small sample sizes. An example is used to illustrate the implementation of the HD prediction interval.
關聯:	ICIC Express Letters 6(6), pp.1441-1445
顯示於類別:	[統計學系暨研究所] 期刊論文

文件中的檔案:

沒有與此文件相關的檔案.

在機構典藏中所有的資料項目都受到原著作權保護.

TAIR相關文章