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Line 1: 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 ~~the~~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 model\|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== Line 20: [[Category:Regression analysis]] [[Category:Non-parametric regression]]

Additive model: Difference between revisions