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Prediction in Random Coefficient Regression Models

✍ Scribed by Dr. Jan Bondeson

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

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✦ Synopsis

Much attention has been given to the problem ofpredicting future obeervatiomfor some individual within a random coefficient regreasion (RCR) model, using the previous observations on that individual aa well es the information from the re& of the data material. In thia paper, the literature on this subject ie critically reviewed and new methode of linear prediction are proposed for the g e n d RCR model. Exact reaulte am derived for the mean squared errom of Bome predictors in a spacial case, but this ie not poeaible in the general RCR model when ite parametem are not known. In this model, the old and new predictom are compared in a simulation efudy, and further illustrated by prediction in a medical data material.

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