On a Criterion for Extrapolation in Normal Regression

In a full rank normal regression model, the existence of an unbiased estimate of the distribution associated to any "future" observation is studied. A necessary and sufficient condition in terms of the point at which the "future" observation will be taken is given for such an est...

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Published in:The Annals of statistics 1975-01, Vol.3 (1), p.219-222
Main Author: O'Reilly, Federico J.
Format: Article
Language:English
Subjects:
62F10
62J05
Distribution functions
estimability of a distribution
Mathematical extrapolation
MVUE (minimum variance unbiased estimate)
Point estimators
Regression analysis
Short Communications
Statistical variance
Unbiased estimators
validity of extrapolation
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container_title The Annals of statistics
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creator O'Reilly, Federico J.
description In a full rank normal regression model, the existence of an unbiased estimate of the distribution associated to any "future" observation is studied. A necessary and sufficient condition in terms of the point at which the "future" observation will be taken is given for such an estimate to exist. This criterion is introduced to consider the validity of extrapolation.
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source JSTOR Archival Journals and Primary Sources Collection; Project Euclid Complete
subjects 62F10
62J05
Distribution functions
estimability of a distribution
Mathematical extrapolation
MVUE (minimum variance unbiased estimate)
Point estimators
Regression analysis
Short Communications
Statistical variance
Unbiased estimators
validity of extrapolation
title On a Criterion for Extrapolation in Normal Regression
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