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Likelihood Predicti...
Abstract
Ämnesord
Stäng
- This article presents the techniques of likelihood prediction for the generalized linear mixed models. Methods of likelihood prediction are explained through a series of examples; from a classical one to more complicated ones. The examples show, in simple cases, that the likelihood prediction (LP) coincides with already known best frequentist practice such as the best linear unbiased predictor. This article outlines a way to deal with the covariate uncertainty while producing predictive inference. Using a Poisson errors-in-variable generalized linear model, it has been shown in certain cases that LP produces better results than already known methods.
Ämnesord
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- Coverage interval
- Credit risk prediction
- Future value prediction
- Predictive likelihood
- Profile predictive likelihood
- Stochastic covariate
- Primary 62M20
- Secondary 60G25
- 62J12
- 62J99
- Mathematics
- Matematik
- Kreditriskmodellering
- General Microdata Analysis - methods
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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