Comments on: Model-free model-fitting and predictive distributions

Discussing the paper “Model-free model-fitting and predictive distributions” by Politis (<CitationRef CitationID="CR13">2013</CitationRef>), we propose to extend this procedure to semiparametric and parametric mixed effects models (MEM) as in practice, these are probably the most popular ones for prediction. Specifically, combining Politis’ prediction method with procedures from Lombardía and Sperlich (Comput. Stat. Data Anal. 56:2903–2917, <CitationRef CitationID="CR10">2012</CitationRef>) and González-Manteiga et al. (J. Multivar. Anal. 114:288–302, <CitationRef CitationID="CR5">2013</CitationRef>) yields new MEM-based MF/MB point and interval predictors which can be used for example for small area statistics. Combining Politis’ idea with nonparametric matching estimators may also yield improved (point and interval) estimators for treatment effects and policy evaluation. Copyright Sociedad de Estadística e Investigación Operativa 2013