Show simple item record

dc.contributor.authorKhan, S
dc.contributor.authorBhatti, MI
dc.date.accessioned2019-05-26T22:17:58Z
dc.date.available2019-05-26T22:17:58Z
dc.date.issued1998
dc.identifier.issn0096-3003
dc.identifier.doi10.1016/S0096-3003(97)10100-X
dc.identifier.urihttp://hdl.handle.net/10072/121828
dc.description.abstractBeyond the customary analysis through the estimation and hypothesis testing about the parameters of the multiple regression models, often a natural interest is to predict the responses for a given set of values of the predictors. The main objective of this article is to obtain the prediction distribution for a set of future responses from a multiple linear regression model which follow equicorrelation structure. It derives the marginal likelihood estimate for the equicorrelation parameter, ρ, and then uses the invariant differentials to compute the joint distribution of the unobserved but realized future errors. The prediction distribution is derived by using the structural relation of the model. The main finding of this paper is that the prediction distribution turned out to be a Student-t which depends only on the estimated ρ and is invariant to the degrees of freedom of the original Student-t distribution.
dc.description.peerreviewedYes
dc.languageEnglish
dc.publisherElsevier Science
dc.publisher.placeUSA
dc.relation.ispartofpagefrom205
dc.relation.ispartofpageto217
dc.relation.ispartofissue2-3
dc.relation.ispartofjournalApplied Mathematics and Computation
dc.relation.ispartofvolume95
dc.subject.fieldofresearchApplied Mathematics
dc.subject.fieldofresearchNumerical and Computational Mathematics
dc.subject.fieldofresearchcode0102
dc.subject.fieldofresearchcode0103
dc.titlePredictive Inference on Equicorrelated Linear Regression Models
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - Journal Articles
gro.facultyAn Unassigned Group, An Unassigned Department
gro.hasfulltextNo Full Text
gro.griffith.authorBhatti, Ishaq


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

  • Journal articles
    Contains articles published by Griffith authors in scholarly journals.

Show simple item record