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P-Values as Measures of Predictive Validity

✍ Scribed by Prof. G. A. Whitmore; Prof. E. Xekalaki

Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
380 KB
Volume
32
Category
Article
ISSN
0323-3847

No coin nor oath required. For personal study only.

✦ Synopsis

A predictive P -t d w is proposed to memure the difference between an actual and predicted outcome in a m s i n g the validity of an hypothesized prediction model. The concept is illustrated by applications to multiple regression prediction and to the validation of forecast models.

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