期刊論文
| 學年 | 100 |
|---|---|
| 學期 | 2 |
| 出版（發表）日期 | 2012-06-01 |
| 作品名稱 | Efficient Prediction Interval in Log-Normal Linear Model |
| 作品名稱（其他語言） | |
| 著者 | Chen, Li-Ching; Chen, Li-Hsueh; Ting, Chuan-Wei |
| 單位 | 淡江大學統計學系 |
| 出版者 | ICIC International |
| 著錄名稱、卷期、頁數 | ICIC Express Letters 6(6), pp.1441-1445 |
| 摘要 | Log-normal linear models are widely applied, and in many situations one is interested in predicting the response variable at the original scale for given covariate values. The back-transform (BT) prediction interval is universally used in practice. This study constructs a prediction interval of the response variable based on the highest density (HD) of the log-normal distribution. The simulation results show that the HD prediction intervals have reasonable coverage rates and indeed improve the intervals' length over the BT prediction intervals, particularly for the cases of small sample sizes. An example is used to illustrate the implementation of the HD prediction interval. |
| 關鍵字 | Log-normal linear model; Maximum likelihood; Ordinary least squares; Prediction interval |
| 語言 | en |
| ISSN | 1881-803X |
| 期刊性質 | 國外 |
| 收錄於 | EI |
| 產學合作 | |
| 通訊作者 | Ting, Chuan-Wei |
| 審稿制度 | |
| 國別 | JPN |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/75110 ) |