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Estimation and prediction in regression models with random explanatory variables

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Nguyen B.-V.

Instytut Matematyczny Polskiej Akademii Nauk

CONTENTS Preface..................................................................................................................................................................................................................5 I. A data transformation preserving the conditional distribution and localizing the explanatory variable.................................................................6 1. Introduction........................................................................................................................................................................................................6 2. Theorems on data transformation......................................................................................................................................................................7 3. Proofs of the theorems.......................................................................................................................................................................................9 4. Interpretation of the theorems..........................................................................................................................................................................14 II. Conditional linear models and estimation of regression parameters.................................................................................................................17 5. Introduction......................................................................................................................................................................................................17 6. Conditional generalized least squares estimators (CGLSE).............................................................................................................................19 7. Conditional estimability.....................................................................................................................................................................................25 8. Properties of the CGLSE..................................................................................................................................................................................29 III. Prediction of the response variable.................................................................................................................................................................34 9. Introduction......................................................................................................................................................................................................35 10. Predictors connnected wi.th the CGLSE........................................................................................................................................................35 11. Properties of CGLS predictors.......................................................................................................................................................................38 References..........................................................................................................................................................................................................43

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1 Nguyen B.-V.

1 1992

Wyniki wyszukiwania

Estimation and prediction in regression models with random explanatory variables