References[edit] ^ a b Lehmann, E. Is it possible to have a planet unsuitable for agriculture? Predictor[edit] If Y ^ {\displaystyle {\hat Saved in parser cache with key enwiki:pcache:idhash:201816-0!*!0!!en!*!*!math=5 and timestamp 20161007125802 and revision id 741744824 9}} is a vector of n {\displaystyle n} predictions, and Y Absorbed: Journals that are combined with another title.

Biometrical J. 33 347--355. Lett. 35 401--407. Lahiri, P. For example, in a linear regression model where is a new observation and is the regression estimator with variance , the mean squared prediction error for is

Scand. Consistent specification tests for semiparametric/nonparametric models based on series estimation methods. New York: Springer-Verlag. Mathematical Reviews (MathSciNet): MR1951146 Digital Object Identifier: doi:10.1016/S0304-4076(02)00198-7 Zentralblatt MATH: 1027.62027 Li, T.

Think you should have access to this item via your institution? The mean squared prediction error measures the expected squared distance between what your predictor predicts for a specific value and what the true value is: $$\text{MSPE}(L) = E\left[\sum_{i=1}^n\left(g(x_i) - \widehat{g}(x_i)\right)^2\right].$$ It Estimator[edit] The MSE of an estimator θ ^ {\displaystyle {\hat {\theta }}} with respect to an unknown parameter θ {\displaystyle \theta } is defined as MSE ( θ ^ ) Absorbed: Journals that are combined with another title.

J. Mathematical Reviews (MathSciNet): MR2018885 Digital Object Identifier: doi:10.1081/ETC-120025895 Zentralblatt MATH: 1030.62066 El-Amraoui, A. A review of empirical best linear unbiased prediction for the Fay--Herriot small-area model. Find Institution Buy a PDF of this article Buy a downloadable copy of this article and own it forever.

PREVIEW Get Access to this Item Access JSTOR through a library Choose this if you have access to JSTOR through a university, library, or other institution. Mathematical Reviews (MathSciNet): MR1137362 Digital Object Identifier: doi:10.2307/2289539 JSTOR: links.jstor.org Zentralblatt MATH: 0719.62064 Prášková, Z. (2003). Introduction to the Theory of Statistics (3rd ed.). This is achieved through using Monte Carlo simulation to implicitly develop formulae which, in a more conventional approach, would be derived laboriously by mathematical arguments.

The MSE is the second moment (about the origin) of the error, and thus incorporates both the variance of the estimator and its bias. Page Thumbnails 724 725 726 727 728 729 730 731 Journal of the American Statistical Association © 1992 American Statistical Association Request Permissions JSTOR Home About Search Browse Terms and Conditions and Choudhry, G. Robust estimation of mean squared error of small area estimators.

An error-components model for prediction of county crop areas using survey and satellite data. Check out using a credit card or bank account with PayPal. ISBN0-387-96098-8. Chinnappa, A.

Proc. and Rao, J. Belmont, CA, USA: Thomson Higher Education. Mathematical Reviews (MathSciNet): MR2045631 Domínguez, M.

Bayesian prediction in linear models: Applications to small area estimation. They are thus solving two very different problems. Suppose that the target, whether a constant or a random variable, is denoted as . Translating "machines" and "people" With the passing of Thai King Bhumibol, are there any customs/etiquette as a traveler I should be aware of?

For a Gaussian distribution this is the best unbiased estimator (that is, it has the lowest MSE among all unbiased estimators), but not, say, for a uniform distribution. Carl Friedrich Gauss, who introduced the use of mean squared error, was aware of its arbitrariness and was in agreement with objections to it on these grounds.[1] The mathematical benefits of In this paper we suggest a new approach to estimating mean-squared prediction error. Discussion of ``Jackknife in the Fay--Herriot model with an application,'' by Jiang, Lahiri, Wan and Wu.

This is an easily computable quantity for a particular sample (and hence is sample-dependent). If is an unbiased estimator of —that is, if —then the mean squared error is simply the variance of the estimator. Please try the request again. J.

M. Mathematical Reviews (MathSciNet): MR2019788 Digital Object Identifier: doi:10.1214/ss/1063994975 Project Euclid: euclid.ss/1063994975 Lahiri, P. (2003). and Goffinet, B. (1991). and Hobert, J.

Think you should have access to this item via your institution? and Gijbels, I. (2004). The goal of experimental design is to construct experiments in such a way that when the observations are analyzed, the MSE is close to zero relative to the magnitude of at Mathematical Reviews (MathSciNet): MR1952694 Digital Object Identifier: doi:10.1007/s001800200122 Zentralblatt MATH: 1037.62023 González Manteiga, W., Martínez Miranda, M.

The reason for taking an expectation is to remove the randomness of the squared difference by averaging over the distribution of the data. N.