Accession Number:

ADA071201

Title:

A Relationship between Generalized and Integrated Mean Squared Errors.

Descriptive Note:

Interim rept.,

Corporate Author:

SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS

Personal Author(s):

Report Date:

1979-01-01

Pagination or Media Count:

9.0

Abstract:

Generalized mean squared error is a flexible measure of the adequacy of a regression estimator. It allows specific characteristics of the regression model and its intended use to be incorporated in the measure itself. Similarly, integrated mean squared error enables a researcher to stipulate particular regions of interest and weighting functions in the assessment of a prediction equation. The appeal of both measures is their ability to allow design or model characteristics to directly influence the evaluation of fitted regression models. In this note an equivalence of the two measures is established for correctly specified models. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE