Efficient Prediction Interval in Log-Normal Linear Model
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
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