Boosted Regression (Boosting): An introductory …

1 Schonlau M. Boosted Regression ( boosting ): an introductory tutorial and a Stata plugin. The Stata Journal, 5(3), 330-354. Boosted Regression ( boosting ): an introductory tutorial and a Stata plugin Matthias Schonlau RAND Abstract boosting , or Boosted Regression , is a recent data mining technique that has shown considerable success in predictive accuracy. This article gives an overview over boosting and introduces a new Stata command, boost, that implements the boosting algorithm described in Hastie et al. (2001, p. 322). The plugin is illustrated with a Gaussian and a logistic Regression example.

1 Schonlau M.Boosted Regression (Boosting): An introductory tutorial and a Stata plugin. The Stata Journal, 5(3), 330-354. Boosted Regression (Boosting): An introductory tutorial and a Stata

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  Tutorials, Regression, Introductory, Boosting, Boosted, Boosted regression, An introductory, An introductory tutorial

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