Fearn, T;
(2024)
Testing differences in predictive ability: A tutorial.
Journal of Chemometrics
, Article e3549. 10.1002/cem.3549.
(In press).
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Abstract
This paper describes some statistical tests for comparing the predictive performance of two or more prediction rules. It covers the cases of both quantitative and qualitative predictions, that is, both regression and classification problems. Worked examples are included for both cases.
| Type: | Article |
|---|---|
| Title: | Testing differences in predictive ability: A tutorial |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1002/cem.3549 |
| Publisher version: | http://dx.doi.org/10.1002/cem.3549 |
| Language: | English |
| Additional information: | This is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited. © 2024 The Author. Journal of Chemometrics published by John Wiley & Sons Ltd. |
| Keywords: | model comparison, prediction, qualitative, quantitative, statistical tests |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science |
| URI: | https://discovery-pp.ucl.ac.uk/id/eprint/10191713 |
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