An Alternative for the Linear Regression Equation When the Predictor Variable is Uncontrolled and the Sample Size is Small
预测变量不可控且样本较小时线性回归方程的替代方法
The prediction line proposed as an alternative for the linear regression equation is where is the traditional estimator of β. Monte Carlo results indicate that if the population is bivariate normal and the sample size is small, this new prediction line yields a smaller mean square error of prediction than the linear regression equation over a large portion of the parameter space.