PEREZ-AMARAL, TEODOSIO; GALLO, GIAMPIERO M.; WHITE, HALBERT - Facultad de Ciencias Económicas y Empresariales, … - 2003
A new method, called Relevant Transformation of the Inputs Network Approach (RETINA) isproposed as a tool for model building. It is designed around flexibility (with nonlinear transformations of the predictors of interest), selective search within the range of possible models, out-of-sample...