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b_next
2006 Jul 12
1
Prediction interval of Y using BMA
Hello everybody,
In order to predict income for different time points, I fitted a linear
model with polynomial effects 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 vari...