ON SOME PREDICTION METHODS FOR CATEGORICAL DATA
Sammanfattning
Good prediction methods are important in many fields where qualitative variables are involved. The criterion of a good prediction method, used in this paper, is the average mean squared error. This criterion is used to compare and derive prediction methods, when the variable of interest is binary. The methods considered here are based on the maximumlikelihood estimators of the expectation of the binary varible, for which we want to make a prediction. Derivations and simulations are made for the case where we have one qualitative background variable. It is for example demonstrated that, when the ordinary chi-squared test is used for choosing between two prediction methods, it should not be adopted on a conventional low level of significance (e.g. 5%).
Utgivare
University of Gothenburg
Samlingar
Fil(er)
Datum
1991-01-01Författare
Olofsson, Jonny
Publikationstyp
report
ISSN
0349-8034
Serie/rapportnr.
Research Report
1991:1
Språk
eng