Prediction

Leonhard Held and Daniel Sabanés Bové
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Leonhard Held: University of Zurich, Institute of Social and Preventive Medicine
Daniel Sabanés Bové: University of Zurich, Institute of Social and Preventive Medicine

Chapter 9 in Applied Statistical Inference, 2014, pp 291-316 from Springer

Abstract: Abstract Chapter 9 describes the statistical methodology to predict future data in the presence of unknown model parameters. Emphasis is given on probabilistic predictions, obtained with either a likelihood or Bayesian approach. Connections to the simpler plug-in prediction are also described. Finally, methods to assess the quality of probabilistic predictions, such as the Brier and the logarithmic score, are described. Exercises are given at the end.

Keywords: Prediction Interval; Predictive Distribution; Prediction Probability; Brier Score; Point Prediction (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-37887-4_9

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DOI: 10.1007/978-3-642-37887-4_9

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