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

TIME SERIES, moving and semi average method graphical reprsentation

moving and semi average method graphical reprsentation

Explain remedian, Remedian: The robust estimator of location which is comp...

Remedian: The robust estimator of location which is computed by an iterative process. By assuming that the sample size n can be written as bk where b and k are the integers, the s

Mantel haenszel estimator, Mantel Haenszel  estimator is  an estimator o...

Mantel Haenszel  estimator is  an estimator of assumed common odds ratio in the series of two-by-two contingency tables arising from the different populations, for instance, occ

Describe martingale, Martingale: In the gambling context the term at first...

Martingale: In the gambling context the term at first referred to a system for recouping losses by doubling the stake after each loss has occured. The modern mathematical concept

Cohort study, Cohort study : An investigation in which the group of individ...

Cohort study : An investigation in which the group of individuals (or the cohort) is identi?ed and followed prospectively, possibly for many years, and their subsequent medical his

Ordered alternative hypothesis, Ordered alternative hypothesis is a hypoth...

Ordered alternative hypothesis is a hypothesis or assumption which speci?es an order for the set of parameters of interest as an alternative to the equality, rather than simply th

Define misspecification, Misspecification  is the term is applied to descri...

Misspecification  is the term is applied to describe the assumed statistical models which are incorrect for one of the several of reasons, for instance, using the wrong probability

Forecasting, Briefly explain the importance of forecasting for managers?

Briefly explain the importance of forecasting for managers?

Disease mapping, The method of displaying the geographical variability of t...

The method of displaying the geographical variability of the disease on maps using different colors, shading, etc. The logic is not new, but the arrival of computers and computer g

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