
arXiv: 2405.10461
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.
FOS: Computer and information sciences, semiparametrics, prediction interval, Nonparametric inference, Applications of statistics, errors in covariates, Methodology (stat.ME), measurement error, Statistics - Methodology
FOS: Computer and information sciences, semiparametrics, prediction interval, Nonparametric inference, Applications of statistics, errors in covariates, Methodology (stat.ME), measurement error, Statistics - Methodology
| 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). | 0 | |
| 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. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
