Abstract
In this chapter we are going to discuss the use of a fitted regression model to make predictions. Clearly, a prediction is obtained by merely inserting the new values of the explanatory variables into the fitted regression equation, and this chapter concentrates mainly on interval estimates. Before going into the question of the variance associated with a prediction, we need to show clearly what the effect is of underfitting and overfitting. Both of these can be described as ‘model fitting’ errors and both can have a severe effect on predictions.
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© 1986 G. Barrie Wetherill
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Barrie Wetherill, G., Duncombe, P., Kenward, M., Köllerström, J., Paul, S.R., Vowden, B.J. (1986). Predictions from regression. In: Regression Analysis with Applications. Monographs on Statistics and Applied Probability. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-4105-2_10
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DOI: https://doi.org/10.1007/978-94-009-4105-2_10
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