Error rate estimation, Advanced Statistics

Assignment Help:

The term used for the estimation of the misclassification rate in the discriminant analysis. Number of techniques has been proposed for two-group situation, but the multiple-group situation has rarely been addressed. The easiest procedure is the resubstitution technique, in which the training data are classified using the estimated classification rule and proportion incorrectly placed used as the estimate of misclassification rate. This technique is known to have a large optimistic bias, but it has the benefit that it can be applied to the multigroup problems with no modification required. An alternative technique is the leave one out estimator, in which each of the observation in turn is removed from the data and the classification rule recomputed using remaining data. The proportion improperly classified by the procedure will have reduced bias compared to resubstitution technique. This method can also be implied to the multi group problem with no modification but it has the large amount of variance.


Related Discussions:- Error rate estimation

Buffon''s needle problem, Buffon's needle problem : A problem proposed and ...

Buffon's needle problem : A problem proposed and solved by the scientist Comte de Buffon in 1777 which includes determining the probability, p, which a needle of length l will inte

Group divisible design, Group visible design is an arrangement of the v mn ...

Group visible design is an arrangement of the v mn treatments in b blocks such that: * Each block comprises k distinct treatments k5v; * Each treatment is replicated r number

RESEARCH METHODS AND STATISTICS.., a researcher is interested in whether st...

a researcher is interested in whether students who attend privte high schools have higher average SAT Scores than students in the general population. a random sample of 90 student

Generalized estimating equations (gee), Technically the multivariate analog...

Technically the multivariate analogue of the quasi-likelihood with the same feature that it leads to consistent inferences about the mean responses without needing specific supposi

Doob meyer decomposition, A theorem which shows that any counting process m...

A theorem which shows that any counting process may be uniquely decomposed as the sum of a martingale and a predictable, right-continous process called the compensator, assuming ce

Projection pursuit, Projection pursuit is a procedure for attaning a low-d...

Projection pursuit is a procedure for attaning a low-dimensional (usually two-dimensional) representation of the multivariate data, which will be particularly useful in revealing

Causality, Causality: The relating of the reasons to the effects they prod...

Causality: The relating of the reasons to the effects they produce. Several investigations in medicine seek to establish the causal relations between the events, for instance, whi

Window variables, Window variables are the variables measured during the c...

Window variables are the variables measured during the constrained interval of an observation period which is accepted as the proxies for the information over the whole period. Fo

Chebyshev''s inequality, Chebyshev's inequality: A statement about the pro...

Chebyshev's inequality: A statement about the proportion of the observations which fall within some number of the standard deviations of the mean for any of the probability distri

Explain prospective studies, Prospective study : The studies in which indiv...

Prospective study : The studies in which individuals are followed-up over the period of time. A general example of this type of investigation is where the samples of individuals ar

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd