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mycountry
2010 Jul 28
2
Out-of-sample predictions with boosting model
...ake in-sample predictions:
# data has following columns: country year month y x1 x2 x3
dat = read.csv(data.csv)
# Create function that estimates model, produces in-sample predictions
bbox = function(df)
{
blackbox = mboost(y ~ x1 + x2 + x3)
predict(blackbox)
}
# Use lapply to estimate by country
bycountry = lapply(split(dat, dat$country), bbox)
So that in the end I have an object bycountry that contains the in-sample
predictions of the model, estimated for each country separately. What I
would like to do is take this model and estimate it for each country using
some initial data. I.e., estimate Au...