Title
Comparison of strategies when building linear prediction models.
Abstract
In statistical and biometric sciences, one often uses predictive linear models. The initial form of such models is usually obtained by fitting the coefficients of the model to a set of observed data according to the classical least squares method. Newborn models that are obtained in this way will be referred to as raw models. Such raw models are often subject of efforts to improve them as to their predictive performance on external datasets. Several methods can be followed to fine-tune raw models, thus leading to a variety of model building strategies. In this paper, the idea of so-called victory rates is introduced to compare the performance of building strategies mutually. Copyright (C) 2013 John Wiley & Sons, Ltd.
Year
DOI
Venue
2014
10.1002/nla.1916
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
Keywords
Field
DocType
predictive model,linear,validation,building strategy
Least squares,Econometrics,Mathematical optimization,Linear model,Model building,Linear prediction,Artificial intelligence,Biometrics,Mathematics,Machine learning
Journal
Volume
Issue
ISSN
21.0
5.0
1070-5325
Citations 
PageRank 
References 
0
0.34
2
Authors
3
Name
Order
Citations
PageRank
Wiebe R. Pestman100.34
Rolf H. H. Groenwold200.34
Steven Teerenstra300.34