Simple Regression in Light of Future Data
将来のデータに照らした単回帰

Kunio Takezawa
2012 Ouyou toukeigaku  
Simple regression using maximization of log likelihood in light of future data is attempted. Conventional maximum likelihood method is regarded as maximization of log likelihood in light of data at hand. Simple regression using maximization of log likelihood in light of future data gives a bias to the gradient. Extent of bias is yielded by the gradient given by least squares and the variance of the gradient. Use of this bias provides better regression equations than the conventional maximum
more » ... lihood method in terms of log likelihood in light of future data.
doi:10.5023/jappstat.41.39 fatcat:hfp5xvmln5bsfjw2hm2do5yvrm