Estimation and prediction in regression models with random explanatory variables
The regression model X(t),Y(t);t=1,...,n with random explanatory variable X is transformed by prescribing a partition of the given domain S of X-values and specifyingThrough the conditioningthe initial model with i.i.d. pairs (X(t),Y(t)),t=1,...,n, becomes a conditional fixed-design modelwhere the response variables are independent and distributed according to the mixed conditional distribution of Y given X at the observed value .Afterwards, we investigate the casewhich arises when...