| Registro completo |
| Provedor de dados: |
AgEcon
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| País: |
United States
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| Título: |
Boosted regression (boosting): An introductory tutorial and a Stata plugin
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| Autores: |
Schonlau, Matthias
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| Data: |
2011-11-04
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| Ano: |
2005
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| Palavras-chave: |
Boost
Boosted regression
Boosting
Data mining
Research Methods/ Statistical Methods
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| 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.
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| Tipo: |
Journal Article
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| Idioma: |
Inglês
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| Identificador: |
st0087
http://purl.umn.edu/117524
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| Relação: |
Stata Journal>Volume 5, Number 3, 3rd Quarter 2005
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| Formato: |
25
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