Estimating residual variance in random forest regression

DOI10.1016/J.CSDA.2011.04.022zbMATH Open1218.62035OpenAlexW2126472470MaRDI QIDQ2275646FDOQ2275646

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

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

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Random forests
• Bagging predictors
• Random Forests and Adaptive Nearest Neighbors
• Asymptotically optimal difference-based estimation of variance in nonparametric regression
• Alternatives to the Median Absolute Deviation
• Fixing theFTest for Equal Variances
• A bootstrap test for equality of variances
• An efficient method to estimate bagging's generalization error
• Quantile regression forests
• Bandwidth choice for nonparametric regression
• The Estimation of Prediction Error
• Analysis of a random forests model
• 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
• Estimating residual variance in nonparametric regression using least squares
• The estimation of residual variance in nonparametric regression
• VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION
• Variance estimation for high-dimensional regression models
• Gender, culture, and mathematics performance

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

Uses Software

• randomForest
• GeneSrF
• bootlib

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)