Showing 1 - 10 of 701
Persistent link: https://www.econbiz.de/10008552392
methods Our results suggest that model averaging does not dominate other well designed prediction model specification methods … using recursive estimation windows, which dominate other windowing" approaches in our experiments, prediction models …-spread variables in nonlinear prediction specification. …
Persistent link: https://www.econbiz.de/10009372767
prediction model specification methods, and that using “hybrid” combination factor/shrinkage methods often yields superior …-spread variables in nonlinear prediction model specification. …
Persistent link: https://www.econbiz.de/10011052271
For the problem of model selection, full cross-validation has been proposed as alternative criterion to the traditional cross-validation, particularly in cases where the latter one is not well defined. To justify the use of the new proposal we show that under some conditions, both criteria share...
Persistent link: https://www.econbiz.de/10010956413
Persistent link: https://www.econbiz.de/10010928648
of interest. This algorithm provides us with a new class of loss-based cross-validated algorithms in prediction of …
Persistent link: https://www.econbiz.de/10005046582
When trying to learn a model for the prediction of an outcome given a set of covariates, a statistician has many … learners. Motivated by this use of cross validation, we propose a new prediction method for creating a weighted combination of … in prediction which uses V-fold cross-validation to select weights to combine an initial set of candidate learners. In …
Persistent link: https://www.econbiz.de/10005046604
This paper addresses a methodological technique of leave-many-out cross-validation for choosing cutoff values in stepwise regression methods for simplifying the final regression model. A practical approach to choose cutoff values through cross-validation is to compute the minimum Predicted...
Persistent link: https://www.econbiz.de/10005046666
separately in the statistical literature, including multivariate outcome prediction and density estimation based on either … in genomic data analysis: the prediction of biological and clinical outcomes (possibly censored) using microarray gene …
Persistent link: https://www.econbiz.de/10005459073
-validated epsilon-net estimation methodology that covers a broad class of estimation problems, including multivariate outcome prediction …
Persistent link: https://www.econbiz.de/10005459075