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Generalized Additive Multi-Model for Classification and Prediction

  • Claudio Conversano
  • Roberta Siciliano
  • Francesco Mola
Part of the Studies in Classification, Data Analysis, and Knowledge Organization book series (STUDIES CLASS)

Abstract

In this paper we introduce a methodology based on a combination of classification/prediction procedures derived from different approaches. In particular, starting from a general definition of a classification/prediction model named Generalized Additive Multi-Model (GAM-M) we will demonstrate how it is possible to obtain different types of statistical models based on parametric, semiparametric and nonparametric methods. In our methodology the estimation procedure is based on a variant of the backfitting algorithm used for Generalized Additive Models (GAM). The benchmarking of our methodology will be shown and the results will be compared with those derived from the applications of GAM and Tree procedures.

Keywords

Linear Discriminant Analysis Regression Tree Multivariate Adaptive Regression Spline Smoothing Function Semiparametric Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin · Heidelberg 2000

Authors and Affiliations

  • Claudio Conversano
    • 1
  • Roberta Siciliano
    • 2
  • Francesco Mola
    • 1
  1. 1.Dipartimento di Matematica e StatisticaUniversità di Napoli Federico IINapoliItalia
  2. 2.Dipartimento di EconomiaUniversitàdi CagliariCagliariItalia

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