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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
In this paper, the cross-validation methods namely the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$C_{p}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mi>C</mi> <mi>p</mi> </msub> </math> </EquationSource> </InlineEquation>, PRESS and GCV are presented under the multiple linear regression model when multicollinearity exists and additional information imposes restrictions among the parameters that should hold in exact terms. The selection...</equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10011241324
Large-n studies of conflict have produced a large number of statistically significant results but little accurate guidance in terms of anticipating the onset of conflict. The authors argue that too much attention has been paid to finding statistically significant relationships, while too little...
Persistent link: https://www.econbiz.de/10008855383
Persistent link: https://www.econbiz.de/10010928648
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
with a new class of loss-based cross-validated algorithms in prediction of univariate and multivariate outcomes …
Persistent link: https://www.econbiz.de/10005751450
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