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Electronic Journal of Statistics
Article . 2024 . Peer-reviewed
Data sources: Crossref
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zbMATH Open
Article . 2024
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https://dx.doi.org/10.48550/ar...
Article . 2024
License: CC BY
Data sources: Datacite
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Prediction in measurement error models

Authors: Jiang, Fei; Ma, Yanyuan;

Prediction in measurement error models

Abstract

We study the well known difficult problem of prediction in measurement error models. By targeting directly at the prediction interval instead of the point prediction, we construct a prediction interval by providing estimators of both the center and the length of the interval which achieves a pre-determined prediction level. The constructing procedure requires a working model for the distribution of the variable prone to error. If the working model is correct, the prediction interval estimator obtains the smallest variability in terms of assessing the true center and length. If the working model is incorrect, the prediction interval estimation is still consistent. We further study how the length of the prediction interval depends on the choice of the true prediction interval center and provide guidance on obtaining minimal prediction interval length. Numerical experiments are conducted to illustrate the performance and we apply our method to predict concentration of Abeta1-12 in cerebrospinal fluid in an Alzheimer's disease data.

Keywords

FOS: Computer and information sciences, semiparametrics, prediction interval, Nonparametric inference, Applications of statistics, errors in covariates, Methodology (stat.ME), measurement error, Statistics - Methodology

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
Green
gold