| To: | s-news@lists.biostat.wustl.edu |
|---|---|
| Subject: | Forecast uncertainty |
| From: | yiwu ye <yiwu21111958@yahoo.com> |
| Date: | Thu, 22 Feb 2007 23:21:32 -0800 (PST) |
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Dear list, This is not directly related to S+, but I think many talents in this list will be able to help. Suppose I have a very simple model, y=a+bx+error. Parameters a and b were estimated thourgh a Bayesian approach, so, I know the distributions of a, b and error. If I want to make a forecast for a given x value and qunatify its uncertainty,I think I can sample 5000 times from the distributions of a, b and error. Iinsert these smapled values into the equation gives a distribution of y, from which uncertainty can be estiamted. Am I right by doing this? Thanks in advance, Yiwu Want to start your own business? Learn how on Yahoo! Small Business. |
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