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

bootstrapgender gapgreater male variability hypothesisnonparametric regressionproximity measureregression treesex differencestables

Mathematics Subject Classification ID

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

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Cites work

• 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
• 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?)
• 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
• Random Forests and Adaptive Nearest Neighbors
• The Estimation of Prediction Error
• The estimation of residual variance in nonparametric regression
• Variance estimation for high-dimensional regression models
• VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION

Cited in

(5)

• Consistent estimation of residual variance with random forest out-of-bag errors
• A simple bootstrap method for constructing nonparametric confidence bands for functions
• Random forests and mixed effects random forests for small area estimation of general parameters: a poverty mapping case study in Mozambique
• Analysing opportunity cost of care work using mixed effects random forests under aggregated auxiliary data
• A review of tree-based methods for analyzing survey data

Describes a project that uses

Uses Software

• GeneSrF
• randomForest
• boot

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