Predictive Distribution of Regression Vector and Residual Sum of Squares for Normal Multiple Regression Model
نویسندگان
چکیده
منابع مشابه
Predictive Distribution of Regression Vector and Residual Sum of Squares for Normal Multiple Regression Model
This paper proposes predictive inference for the multiple regression model with independent normal errors. The distributions of the sample regression vector (SRV) and the residual sum of squares (RSS) for the model are derived by using invariant differentials. Also the predictive distributions of the future regression vector (FRV) and the future residual sum of squares (FRSS) for the future reg...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2005
ISSN: 0361-0926,1532-415X
DOI: 10.1081/sta-200031471