Data/hora: 02/06/2024 01:26:06

Provedor de dados: | 31
País: | United States
Título: | Boosted regression (boosting): An introductory tutorial and a Stata plugin
Autores: | Schonlau,   Matthias.
Data: | 2011-11-04
Ano: | 2005
Palavras-chave: | Boost; Boosted regression; Boosting; Data mining; Research Methods/ Statistical Methods.
Resumo: | Boosting, or boosted regression, is a recent data-mining technique that has shown considerable success in predictive accuracy. This article gives an overview of boosting and introduces a new Stata command, boost, that implements the boosting algorithm described in Hastie, Tibshirani, and Friedman (2001, 322). The plugin is illustrated with a Gaussian and a logistic regression example. In the Gaussian regression example, the R2 value computed on a test dataset is R2 = 21.3% for linear regression and R2 = 93.8% for boosting. In the logistic regression example, stepwise logistic regression correctly classifies 54.1% of the observations in a test dataset versus 76.0% for boosted logistic regression. Currently, boost accommodates Gaussian (normal), logistic, and Poisson boosted regression. boost is implemented as a Windows C++ plugin.
Tipo: | Journal Article
Idioma: | Inglês

Identificador:

st0087

http://purl.umn.edu/117524

Relação: | Stata Journal&gt;Volume 5, Number 3, 3rd Quarter 2005
Formato: | 25