Literature DB >> 19432783

Predictive model assessment for count data.

Claudia Czado1, Tilmann Gneiting, Leonhard Held.   

Abstract

We discuss tools for the evaluation of probabilistic forecasts and the critique of statistical models for count data. Our proposals include a nonrandomized version of the probability integral transform, marginal calibration diagrams, and proper scoring rules, such as the predictive deviance. In case studies, we critique count regression models for patent data, and assess the predictive performance of Bayesian age-period-cohort models for larynx cancer counts in Germany. The toolbox applies in Bayesian or classical and parametric or nonparametric settings and to any type of ordered discrete outcomes.

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Year:  2009        PMID: 19432783     DOI: 10.1111/j.1541-0420.2009.01191.x

Source DB:  PubMed          Journal:  Biometrics        ISSN: 0006-341X            Impact factor:   2.571


  49 in total

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9.  Count Data Time Series Modelling in Julia-The CountTimeSeries.jl Package and Applications.

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