Model evaluation based on the sampling distribution of estimated absolute prediction error
基于绝对预测误差估计量抽样分布的模型评价
The construction of a reliable, practically useful prediction rule for future responses is heavily dependent on the ‘adequacy’ of the fitted regression model. In this article, we consider the absolute prediction error, the expected value of the absolute difference between the future and predicted responses, as the model evaluation criterion. This prediction error is easier to interpret than the average squared error and is equivalent to the misclassification error for a…