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Prediction and Categorical Control in Regression

Edgars K. Vasermanis, Nicholas A. Nechval, Konstantin N. Nechval, Uldis Rozevskis and Kristine Rozite

p. 317-326

    Abstract

    A primary application of regression analysis is prediction. In this paper, we consider the definition of the domain of the model in which prediction is valid. This is important because prediction made outside the domain may be unacceptably different from the true responses. We provide a criterion that can be used to decide whether prediction is valid at a certain point. The criterion is based on the existence of an unbiased estimate of the distribution function associated to the "future" observation. In addition, in the context of regression analysis, the categorical control problem that is quite different from the numerical control problem in the setting of the target is considered. Categorical control may be compared to interval prediction, whereas numerical control is compared to point prediction. Our derivation is based on the Scheffé-type simultaneous tolerance interval at two distinct points.

    Index

    Keywords

    regression, prediction, criterion, categorical control

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    Bibliographical reference

    Edgars K. Vasermanis, Nicholas A. Nechval, Konstantin N. Nechval, Uldis Rozevskis and Kristine Rozite, « Prediction and Categorical Control in Regression », CASYS, 15 | 2004, 317-326.

    Electronic reference

    Edgars K. Vasermanis, Nicholas A. Nechval, Konstantin N. Nechval, Uldis Rozevskis and Kristine Rozite, « Prediction and Categorical Control in Regression », CASYS [Online], 15 | 2004, Online since 30 July 2024, connection on 10 January 2025. URL : http://popups.lib.uliege.be/1373-5411/index.php?id=2184

    Authors

    Edgars K. Vasermanis

    Mathematical Statistics Department, University of Latvia, Raina Blvd 19, LV-1050 Riga, Latvia

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    Nicholas A. Nechval

    Mathematical Statistics Department, University of Latvia, Raina Blvd 19, LV-1050 Riga, Latvia

    By this author

    Konstantin N. Nechval

    Mathematical Statistics Department, University of Latvia, Raina Blvd 19, LV-1050 Riga, Latvia

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    Uldis Rozevskis

    Mathematical Statistics Department, University of Latvia, Raina Blvd 19, LV-1050 Riga, Latvia

    By this author

    Kristine Rozite

    Mathematical Statistics Department, University of Latvia, Raina Blvd 19, LV-1050 Riga, Latvia

    By this author

    Copyright

    CC BY-SA 4.0 Deed