Computer Simulations in Constructing a Coefficient of Uncertainty in Regression Estimation - Methodology and Results

  • Authors:

  • Andrzej Grzybowski

  • Affiliations:

  • -

  • Venue:
  • PPAM '01 Proceedings of the th International Conference on Parallel Processing and Applied Mathematics-Revised Papers
  • Year:
  • 2001

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Abstract

The paper is devoted to the problem of incorporating prior information in the regression estimation. On the base of computer simulation we construct a coefficient which allows incorporating the prior information along with its uncertainty. Performance of estimators based upon the coefficient of uncertainty is examined through computer simulations.