統計学輪講（第１３回）

日時      2009年06月16日(火)    15時～16時40分
場所      経済学部新棟３階第３教室
講演者    Tapabrata Maiti  (Department of Statistics & Probability,
Michigan State University)
演題      Mean Squared Prediction Error Estimation in Mixed Models

概要

Mixed models are widely used for analyzing clustered data. For
example, they are often applied to
epidemiology, medicine, econometrics and sample surveys. Prediction is
usually the main goal of
such analyses, and mean squared prediction error is the main way in
which prediction performance
is measured. In this talk we will discuss some issues on analytic
approaches and will mention the
newly developed parametric bootstrap techniques of mean squared
prediction error estimation.