Different Measures of Reliability in Regression
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F11%3A00192338" target="_blank" >RIV/68407700:21340/11:00192338 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Different Measures of Reliability in Regression
Original language description
This paper is concerned with the reliability of individual predictions in regression. It is well known that predictions by regression models have for different inputs different reliability, and if predictions by one regression model have a higher reliability than those by another in some part of the input space, they can nevertheless be less reliable in another part. Therefore, the reliability of individual predictions is a very important field of study. We describe conformal predictors and some methodsfor estimating the reliability of individual predictions such as sensitivity analysis or local modeling of prediction error. Finally, we carry out a simulation to compare the methods in an experiment.
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů