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Efficiency of Prediction When a Regression Equation from One Sample Is Used in a New Sample

Author(s):
Lord, Frederic M.
Publication Year:
1950
Report Number:
RB-50-40
Source:
ETS Research Bulletin
Document Type:
Report
Page Count:
7
Subject/Key Words:
Equations (Mathematics), Multiple Regression Analysis, Prediction, Regression (Statistics), Sampling

Abstract

If a multiple regression equation is computed from one sample and applied to subsequent samples, the errors of prediction in the later samples will be larger than those in the first sample or those in the universe from which the samples were drawn. The expected value, and also the sampling variance, of the average squared error of prediction in the second sample is obtained for the case where the independent variables are treated as fixed.

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