翻訳と辞書
Words near each other
・ "O" Is for Outlaw
・ "O"-Jung.Ban.Hap.
・ "Ode-to-Napoleon" hexachord
・ "Oh Yeah!" Live
・ "Our Contemporary" regional art exhibition (Leningrad, 1975)
・ "P" Is for Peril
・ "Pimpernel" Smith
・ "Polish death camp" controversy
・ "Pro knigi" ("About books")
・ "Prosopa" Greek Television Awards
・ "Pussy Cats" Starring the Walkmen
・ "Q" Is for Quarry
・ "R" Is for Ricochet
・ "R" The King (2016 film)
・ "Rags" Ragland
・ ! (album)
・ ! (disambiguation)
・ !!
・ !!!
・ !!! (album)
・ !!Destroy-Oh-Boy!!
・ !Action Pact!
・ !Arriba! La Pachanga
・ !Hero
・ !Hero (album)
・ !Kung language
・ !Oka Tokat
・ !PAUS3
・ !T.O.O.H.!
・ !Women Art Revolution


Dictionary Lists
翻訳と辞書 辞書検索 [ 開発暫定版 ]
スポンサード リンク

additive model : ウィキペディア英語版
additive model
In statistics, an additive model (AM) is a nonparametric regression method. It was suggested by Jerome H. Friedman and Werner Stuetzle (1981)〔Friedman, J.H. and Stuetzle, W. (1981). "Projection Pursuit Regression", ''Journal of the American Statistical Association'' 76:817–823. 〕 and is an essential part of the ACE algorithm. The ''AM'' uses a one-dimensional smoother to build a restricted class of nonparametric regression models. Because of this, it is less affected by the curse of dimensionality than e.g. a ''p''-dimensional smoother. Furthermore, the ''AM'' is more flexible than a standard linear model, while being more interpretable than a general regression surface at the cost of approximation errors. Problems with ''AM'' include model selection, overfitting, and multicollinearity.
==Description==
Given a data set \\}_^n of ''n'' statistical units, where \\}_^n represent predictors and y_i is the outcome, the ''additive model'' takes the form
: E(\ldots, x_ ) = \beta_0+\sum_^p f_j(x_)
or
: Y= \beta_0+\sum_^p f_j(X_)+\varepsilon
Where E(\epsilon ) = 0, Var(\epsilon) = \sigma^2 and E(f_j(X_) ) = 0. The functions f_j(x_) are unknown smooth functions fit from the data. Fitting the ''AM'' (i.e. the functions f_j(x_)) can be done using the backfitting algorithm proposed by Andreas Buja, Trevor Hastie and Robert Tibshirani (1989).〔Buja, A., Hastie, T., and Tibshirani, R. (1989). "Linear Smoothers and Additive Models", ''The Annals of Statistics'' 17(2):453–555. 〕

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「additive model」の詳細全文を読む



スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース

Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.