Content deleted Content added
WP:CITEVAR is very clear about the inappropriteness of the previous edit. External links can be added *without* also using cite templates. Respect the established style! |
m + Link(s) |
||
Line 1:
In [[statistics]], an '''additive model''' ('''AM''') is a [[nonparametric regression]] method. It was suggested by [[Jerome H. Friedman]] and Werner Stuetzle (1981)<ref>[[Friedman, J.H.]] and Stuetzle, W. (1981). "Projection Pursuit Regression", ''Journal of the American Statistical Association'' 76:817–823. {{doi|10.1080/01621459.1981.10477729}}</ref> and is an essential part of the [[Alternating conditional expectation model|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. 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==
Line 20:
==Further reading==
*Breiman, L. and [[Friedman, J.H.]] (1985). "Estimating Optimal Transformations for Multiple Regression and Correlation", ''[[Journal of the American Statistical Association]]'' 80:580–598. {{doi|10.1080/01621459.1985.10478157}}
[[Category:Regression analysis]]
| |||