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

Classification matrix, Classification matrix: A term many times used in di...

Classification matrix: A term many times used in discriminant analysis for the matrix summarizing the results and outputs obtained from the derived classi?cation rule, and obtaine

Goodmanand kruskal measures of association, Goodmanand kruskal measures of ...

Goodmanand kruskal measures of association is the measures of associations which are useful in the situation where two categorical variables cannot be supposed to be derived from

Method of moments, Method of moments   is the procedure for estimating the...

Method of moments   is the procedure for estimating the parameters in a model by equating sample moments to the population values. A famous early instance of the use of the proced

Explain information theory., Information theory: This is the branch of app...

Information theory: This is the branch of applied probability theory applicable to various communication and signal processing problems in the field of engineering and biology. In

Data reduction, The method of summarizing the large amounts of data by form...

The method of summarizing the large amounts of data by forming the frequency distributions, scatter diagrams, histograms, etc., and calculating statistics like means variances and

Differences-in-differences estimator, The estimator of the group by the tim...

The estimator of the group by the time period interaction in a study in which the subjects in two different groups are observed in two different time periods. Normally one of th

Fractional factorial design, Designs in which the information on main effec...

Designs in which the information on main effects and low-order inter- actions are attained by running only the fraction of the complete factorial experiment and supposing that part

Centile reference charts, Centile reference charts : Charts which are used ...

Centile reference charts : Charts which are used inmedicine to observe the clinical measurements on individual patients in the context of the population values. If the population i

Occam''s razor, Occam's razor  is an early statement of the parsimony princ...

Occam's razor  is an early statement of the parsimony principle, which was given by William of Occam (1280-1349) namely 'entia non sunt multiplicanda praeter necessitatem'; which m

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