Finding transformations for regression using the ACE algorithm

Finding transformations for regression using the ACE algorithm

The ACE algorithm of Breiman and Friedman (1985) estimates the transformations giving rise to the maximal multiple correlation of a response and a set of predictor variables. Shows how to find familiar closed form approximations for the optimal ACE transformations. (Abstract amended)

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Bibliographische Detailangaben
Veröffentlicht in:Sociological methods & research 1990-11, Vol.18 (Nov 89 and Feb 90), p.327-359
1. Verfasser: De Veaux, R D
Format: Artikel
Sprache:eng
Schlagworte:
Alternating conditional expectation algorithm
Regression analysis
Social sciences
Transformation
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Beschreibung
Zusammenfassung:The ACE algorithm of Breiman and Friedman (1985) estimates the transformations giving rise to the maximal multiple correlation of a response and a set of predictor variables. Shows how to find familiar closed form approximations for the optimal ACE transformations. (Abstract amended)
ISSN:0049-1241