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Volume 317

Estimation and prediction in regression models with random explanatory variables

Bac-Van Nguyen

Warszawa 1992

Contents

Tom CCCXVII Estimation and prediction in regression models with random explanatory variables 

Preface

I. A data transformation preserving the conditional distribution and localizing the explanatory variable
1. Introduction
2. Theorems on data transformation
3. Proofs of the theorems
4. Interpretation of the theorems

II. Conditional linear models and estimation of regression parameters
5. Introduction
6. Conditional generalized least squares estimators (CGLSE)
7. Conditional estimability
8. Properties of the CGLSE

III. Prediction of the response variable
9. Introduction
10. Predictors connnected with the CGLSE
11. Properties of CGLS predictors

References
 

 
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