Prediction Functions for Categorical Panel Data

Abstract

Prediction of categorical responses in panel studies is considered. Prediction functions based on general conditional $\log$-linear models are investigated for statistical properties both from a population perspective and a sampling perspective. Problems such as existence and uniqueness of optimal prediction functions are addressed, and basic properties of measures of prediction quality are examined. Estimation, consistency and asymptotic normality are studied for the proposed parameter estimates and measures of prediction quality.