Bayesian prediction for the multiple linear regression model with first order auto-correlation

منو

" Bayesian prediction for the multiple linear regression model with first order auto-correlation "
A. A. Al-Baiyat

Document Type	:	Latin Dissertation
Language of Document	:	English
Record Number	:	1112860
Doc. No	:	TLpq304479287
Main Entry	:	A. A. Al-Baiyat
Title & Author	:	Bayesian prediction for the multiple linear regression model with first order auto-correlation\ A. A. Al-Baiyat
College	:	King Fahd University of Petroleum and Minerals (Saudi Arabia)
Date	:	1998
student score	:	1998
Degree	:	M.S.
Page No	:	74
Abstract	:	In many occasions, we are interested in making inference about the yet unobserved set of responses usd{\bf Y\sb r}usd, conditional on the observed part usd{\bf Y\sb s}usd. Using the Bayesian approach, the probability density function forusd{\bf Y\sb r}usd, conditional onusd{\bf Y\sb s}usd is obtained as a general procedure to derive the prediction distributions. In this work, we find the predictive probability density function for a set of responses of the Multiple Linear Regression Model with First Order Auto-Correlation and compare our results with that available in the literature where different approaches, other than the Bayesian approach, were used.
Subject	:	Mathematics
	:	Pure sciences