کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1148790 957851 2006 19 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Response prediction in mixed effects models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Response prediction in mixed effects models
چکیده انگلیسی

Although prediction in mixed effects models usually concerns the random effects, in this paper we deal with the problem of prediction of a future, or yet unobserved, response random variable, belonging to a given cluster. In particular, the aim is to define computationally tractable prediction intervals, with conditional and unconditional coverage probability close to the target nominal value. This solution involves the conditional density of the future response random variable given the observed data, or a suitable high-order approximation based on the Laplace method. We prove that, unless the amount of data is very limited, the estimative or naive predictive procedure gives a relatively simple, feasible solution for response prediction. An application to generalized linear mixed models is presented.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 136, Issue 11, 1 November 2006, Pages 3948–3966
نویسندگان
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