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Regression prediction method that is based on the partial errors-in-variables model.

Authors :
Wang, Leyang
Sun, Jianqiang
Source :
Communications in Statistics: Simulation & Computation. 2020, Vol. 49 Issue 12, p3380-3395. 16p.
Publication Year :
2020

Abstract

The observation errors of independent variables in model prediction are typically neglected in traditional regression models, which leads to the decreased prediction accuracy. In this paper, a new regression prediction method that is based on the partial errors-in-variables (partial EIV) model is proposed, which takes into account the observation errors of all variables. It observes that each element of the coefficient matrix is an expression or a function. The partial EIV model is transformed into a linear model and constructed in the form of indirect adjustment for iterative solution. By considering the errors in the independent variables when predicting the corresponding dependent variables with the partial EIV model, the proposed method can achieve higher prediction accuracy. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610918
Volume :
49
Issue :
12
Database :
Academic Search Index
Journal :
Communications in Statistics: Simulation & Computation
Publication Type :
Academic Journal
Accession number :
147601846
Full Text :
https://doi.org/10.1080/03610918.2018.1547399