Measuring overfitting and mispecification in nonlinear models
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References listed on IDEAS
- Manning, Willard G. & Basu, Anirban & Mullahy, John, 2005.
"Generalized modeling approaches to risk adjustment of skewed outcomes data,"
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Elsevier, vol. 24(3), pages 465-488, May.
- Willard G. Manning & Anirban Basu & John Mullahy, 2003. "Generalized Modeling Approaches to Risk Adjustment of Skewed Outcomes Data," Working Papers 0313, Harris School of Public Policy Studies, University of Chicago.
- Willard G. Manning & Anirban Basu & John Mullahy, 2003. "Generalized Modeling Approaches to Risk Adjustment of Skewed Outcomes Data," NBER Technical Working Papers 0293, National Bureau of Economic Research, Inc.
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More about this item
Keywordsoverfitting; shrinkage; misspecification; forecasting; health care expenditure;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-08-15 (All new papers)
- NEP-ECM-2011-08-15 (Econometrics)
- NEP-FOR-2011-08-15 (Forecasting)
- NEP-HEA-2011-08-15 (Health Economics)
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