Abstract
This paper considers the problem of prediction in a linear regression model when data sets are available from replicated experiments. Pooling the data sets for the estimation of regression parameters, we present three predictors—one arising from the least squares method and two stemming from Stein-rule method. Efficiency properties of these predictors are discussed when they are used to predict actual and average values of response variable within/outside the sample.
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Toutenburg, H., Shalabh Prediction of response values in linear regression models from replicated experiments. Statistical Papers 43, 423–433 (2002). https://doi.org/10.1007/s00362-002-0113-z
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DOI: https://doi.org/10.1007/s00362-002-0113-z