Prediction in the lognormal regression model with spatial error dependence |
| |
Authors: | Takafumi Kato |
| |
Affiliation: | 1. Department of Geography, University College London, Gower Street, London WC1E 6BT, UK;2. Department of Earth Sciences, University College London, 136 Gower Street, London WC1E 6BT, UK;3. British Antarctic Survey, High Cross, Madingley Road, Cambridge CB3 0ET, UK |
| |
Abstract: | In the context of the lognormal regression model with spatial error dependence, the present study examines correction of a bias in prediction. If interest lies in the predicted mean value of the dependent variable, antilogarithmic transformation of the predicted mean value of the regressand produces a bias. In order to correct such a transformation bias, we derive several alternative predictors by extending some of the predictors suggested for the lognormal regression model with spherical disturbances. Behaviors of our predictors are described in a theoretical manner, and their performances are assessed in an experimental manner. Extension of an asymptotically unbiased predictor is shown to be useful. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|