Additive model: Difference between revisions

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In [[statistics]], an '''additive model''' ('''AM''') is a [[nonparametric regression]] method. It was suggested by Jerome H. Friedman and Werner Stuetzle (1981) and is an essential part of the [[ACE]] algorithm. The ''AM'' uses a one dimensional [[Smoothing|smoother]] to build a restricted class of nonparametric regression models. Because of this, it is less affected by the [[curse of dimensionality]] than e.g. a ''p''-dimensional smoother. Furhtermore, the ''AM'' is more flexible than a [[linear modelregression|standard linear model]], while being more interpretable than a general regression surface at the cost of approximation errors. Problems with ''AM'' include [[model selection]], [[overfitting]], and [[multicollinearity]].

==Description==