PREDICTIONS IN NONLINEAR REGRESSION MODELS
F. STULAJTER
Abstract.
Different predictors and their approximators in nonlinear prediction regression models are studied. The minimal value of the mean squared error (MSE) is derived. Some approximate formulae for the MSE of ordinary and weighted least squares predictors are given.
AMS subject classification.
62M20; Secondary 62M10
Keywords.
Prediction regression model, mean squared error of prediction, ordinary and weighted least squares predictors
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