search for: ponctual

...ects using BMA (bicreg(...)). It works fine, the results are consistent with what we are looking for. Now, we would like to predict income for a future time point t_next and of course draw the prediction interval around the estimated value for this point t_next. I've found the formulae for the ponctual estimation of t_next but I cannot succeed in finding the formula to compute the prediction interval based on BMA sets of models, which requires the adequate variance. The paper of Hoeting et al. on BMA gives the posterior variance of a parameter but what I want is the posterior variance of a predic...