
Accession Number : AD0619078
Title : A QUADRATIC MODEL FOR MULTIVARIATE PREDICTION.
Descriptive Note : Doctoral thesis,
Corporate Author : HARVARD UNIV CAMBRIDGE MASS
Personal Author(s) : Carlson,Roger Allan
Report Date : FEB 1965
Pagination or Media Count : 144
Abstract : A step is taken toward the development of nonlinear models for multivariate prediction. The usual method for constructing a predictor function involves fitting a linear combination of the predictand (independent) variables which minimize the mean square error (m.s.e.) of prediction. The justification given for this method is that although the 'true' relation among the variables is probably not a linear one, the linear function is a reasonable approximation locally. To obtain a nonlinear prediction model consider the following: in addition to the best linear predictor (b.l.p.) for the predictand (dependent variable) compute the b.l.p. for the square of the predictand. Then if X denotes the predictand we have, for each set of observations on the independent variables, a (linear) prediction for X and a (linear) prediction for Xsquared. The present work is concerned with methods of combining these two predictions to yield a single prediction for X. The hope, of course, is that this new predictor will represent an improvement.
Descriptors : (*MATHEMATICAL PREDICTION, STATISTICAL ANALYSIS), (*MATHEMATICAL MODELS, MATHEMATICAL PREDICTION), SAMPLING, ANALYSIS OF VARIANCE, BESSEL FUNCTIONS, INTEGRALS
Distribution Statement : APPROVED FOR PUBLIC RELEASE