haku: @author Stone, M. / yhteensä: 17
viite: 8 / 17
Tekijä: | Stone, M. Rasp, J. |
Otsikko: | The assessment of predictive accuracy and model overfitting: an alternative approach. |
Lehti: | Journal of Business Finance and Accounting
1993 : JAN, VOL. 20:1, p. 125-131 |
Asiasana: | FINANCIAL MODELS FORECASTING TECHNIQUES SIMULATION PREDICTION THEORY |
Kieli: | eng |
Tiivistelmä: | Articles on bankruptcy and other prediction models (e.g., Marais et al., 1984) frequently include a caveat that the accuracy of the model cannot be evaluated reliably using the same sample that was used to develop the model. However, the most frequently recommended methods for assessing predictive accuracy, cross-validation and bootstrapping, are difficult to implement for business researchers with small sample size or limited time and computer resources. This note introduces a simpler and easier-to-implement method for assessing predictive accuracy and model overfitting. |
SCIMA