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

Factor, The term used in a variety of methods in statistics, but mostly to ...

The term used in a variety of methods in statistics, but mostly to refer to the categorical variable, with a less number of levels, under examination in an experiment as a possible

Ecme algorithm, The Expectation/Conditional Maximization Either algorithm w...

The Expectation/Conditional Maximization Either algorithm which is the generalization of ECM algorithm attained by replacing some of the CM-steps of ECM which maximize the constrai

Daycare, facts and statistics about daycare

facts and statistics about daycare

Behrens fisher problem, Behrens Fisher problem : The difficulty of testing ...

Behrens Fisher problem : The difficulty of testing for the equality of the means of the two normal distributions which do not have the equal variance. Various test statistics have

Gaussian process, The generalization of the normal distribution used for th...

The generalization of the normal distribution used for the characterization of functions. It is known as a Gaussian process because it has Gaussian distributed finite dimensional m

Random success probability, a psychic claims to be able to "feel colors" th...

a psychic claims to be able to "feel colors" there are three pieces of colored paper(red, blue,green) he will place his hand on radomly selected pieces while blindfolded. you perfo

Oracle property, Oracle property is a name given to techniques for estimat...

Oracle property is a name given to techniques for estimating the regression parameters in the models fitted to high-dimensional data which have the property that they can correctl

Window estimates, Window estimates is a term which occurs in the context o...

Window estimates is a term which occurs in the context of the both frequency domain and time domain estimation for the time series. In the previous it generally applies to weights

Tracking, Tracking is the term sometimes used in the discussions of data f...

Tracking is the term sometimes used in the discussions of data from the longitudinal study, to describe the ability to predict the subsequent observations from previous values. In

Maximum likelihood estimation, Maximum likelihood estimation is an estimat...

Maximum likelihood estimation is an estimation procedure involving maximization of the likelihood or the log-likelihood with respect to the parameters. Such type of estimators is

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