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Relative-error prediction

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  • Park, Heungsun
  • Stefanski, L. A.
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    Abstract

    We derive the form of the best mean squared relative error predictor of Y given X. Some methods of estimating predictors with good relative error properties are proposed and studied via simulation. The methods are illustrated with an example in which county-level gasoline sales are predicted from county-level population.

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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 40 (1998)
    Issue (Month): 3 (October)
    Pages: 227-236

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    Handle: RePEc:eee:stapro:v:40:y:1998:i:3:p:227-236

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    Related research

    Keywords: Prediction Power-of-the-mean model Relative error Relative least squares Variance function;

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    Cited by:
    1. Zhouping Li & Yuanyuan Lin & Guoliang Zhou & Wang Zhou, 2014. "Empirical likelihood for least absolute relative error regression," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 23(1), pages 86-99, March.

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