PNBD variance

Open pschil opened this issue 5 years ago • 1 comments

Provide estimates of the variance of CET for pnbd as described in Fader and Hardie (2005), page 10-11.

Intervals could be reported in the prediction table together with the CET point estimate ("CET 97.5%", "CET 2.5%"). Additionally, a parameter level as in predict.lm could be added to specify the required width of the interval.

Jul 24 '20 15:07 pschil

As per Jeff's explanation, these variance estimates cannot be used for prediction intervals of CET, rather it requires simulating data for given parameters and predicting CET multiple times.

Aug 14 '20 11:08 pschil