Displaying 1 result from an estimated 1 matches for "tp2305458p2308082".
2010 Jul 28
2
Out-of-sample predictions with boosting model
Hi UseRs -
I am new to R, and could use some help making out-of-sample predictions
using a boosting model (the mboost command). The issue is complicated by the
fact that I have panel data (time by country), and am estimating the model
separately for each country. FYI, this is monthly data and I have 1986m1 -
2009m12 for 9 countries.
To give you a flavor of what I am doing, here is a simple