Estimating residual variance in random forest regression

DOI10.1016/J.CSDA.2011.04.022MaRDI QIDQ2275646zbMATH OpenOpenAlexFDO

Authors Guillermo Mendez, Sharon L. Lohr

Publication date 9 August 2011

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2011.04.022

zbMATH Keywords

bootstraptablesnonparametric regressionregression treeproximity measuregender gapsex differencesgreater male variability hypothesis

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Monte Carlo methods (65C05) Nonparametric statistical resampling methods (62G09) Applications of statistics to psychology (62P15)

Recommendations

• Consistent estimation of residual variance with random forest out-of-bag errors
• A residual-based approach for robust random forest regression
• Variance reduction in purely random forests
• The estimation of residual variance in nonparametric regression
• Residual variance estimation in moving average models
• Bias corrections for random forest in regression using residual rotation
• Estimating residual variance in nonparametric regression using least squares
• On the estimation of residual variance in nonparametric regression

Cites work

• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• A bootstrap test for equality of variances
• Alternatives to the Median Absolute Deviation
• An efficient method to estimate bagging's generalization error
• Analysis of a random forests model
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Bagging predictors
• Bandwidth choice for nonparametric regression
• Estimating residual variance in nonparametric regression using least squares
• Fixing theFTest for Equal Variances
• Gender, culture, and mathematics performance
• On the layered nearest neighbour estimate, the bagged nearest neighbour estimate and the random forest method in regression and classification
• On variance estimation in nonparametric regression
• Quantile regression forests
• Random Forests and Adaptive Nearest Neighbors
• Random forests
• The Estimation of Prediction Error
• The estimation of residual variance in nonparametric regression
• VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION
• Variance estimation for high-dimensional regression models

Cited in

(2)

• Consistent estimation of residual variance with random forest out-of-bag errors
• A simple bootstrap method for constructing nonparametric confidence bands for functions

Describes a project that uses

Uses Software

• boot
• GeneSrF
• randomForest

This page was built for publication: Estimating residual variance in random forest regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2275646)