Bootstrap and cross-validation estimates of the prediction error for linear regression models

DOI10.1214/AOS/1176346800zbMATH Open0557.62039OpenAlexW1974133324MaRDI QIDQ761734FDOQ761734

Authors: Olaf Bunke, Bernd Droge 

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346800

Recommendations

• On the biases of error estimators in prediction problems
• Fast robust estimation of prediction error based on resampling
• Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
• Estimators of the Mean Squared Error of Prediction in Linear Regression
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation

zbMATH Keywords

model selectioncross-validationbias corrected bootstrap estimatorestimators of the prediction errornormally distributed observations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05)

Cited In (21)

• Bootstrap bias corrections for ensemble methods
• On the estimation of prediction errors in linear regression models
• A simulation study of bias in estimation of variance by bootstrap linear regression model
• On the biases of error estimators in prediction problems
• Prequential and cross-validated regression estimation
• Adapting prediction error estimates for biased complexity selection in high-dimensional bootstrap samples
• A stepwise procedure for the selection of nonlinear regression models
• Post-hoc analyses in multiple regression based on prediction error
• Model choice for prediction in generalized linear models
• A Modified Akaike Criterion for Model Choice in Generalized Linear Models
• The use of Smooth Bootstrap Techniques for Estimating the Error Rate of a Prediction Rule
• Improvements on Cross-Validation: The .632+ Bootstrap Method
• Bootstrap Mean Squared Error of Prediction in Loss Reserving
• A note on estimating the msep in nonlinear regression
• Title not available (Why is that?)
• Simulation experiments with CWA, a new stable regression algorithm, and comparisons with two other stable regression algorithms
• On finite-sample properties of adaptive least squares regression estimates
• Asymptotic optimality of full cross-validation for selecting linear regression models
• Model selection in linear regression using paired bootstrap
• Regression and Contrast Estimates Based on Adaptive Regressograms Depending on Qualitative Explanatory Variables
• Minimax Linear and Quadratic Estimators in Semiparametric Multivariate Regression Models

Uses Software

• alr3

This page was built for publication: Bootstrap and cross-validation estimates of the prediction error for linear regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q761734)