Additive model: Difference between revisions

Content deleted Content added
disambig needed
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 [[Alternating conditional expectation model|ACE]]{{Disambiguation needed|date=January 2012}} 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. Furthermore, the ''AM'' is more flexible than a [[linear regression|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==