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Old 11-07-2019, 01:53 PM
benesis benesis is offline
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Default Predictive Modeling

I started new work in pricing research. Was wondering if anyone had any good references to help me understand predictive modeling. We are using a GAM and we are brainstorming diagnostics to compare different models. Any help is greatly appreciated! Thank you.
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Old 11-07-2019, 02:19 PM
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NormalDan NormalDan is online now
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I'd say exam source is generally a pretty good start. Check out the GLM text for CAS Exam 8.
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Old 11-07-2019, 06:12 PM
benesis benesis is offline
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Quote:
Originally Posted by NormalDan View Post
I'd say exam source is generally a pretty good start. Check out the GLM text for CAS Exam 8.
Thanks!
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Old 11-07-2019, 08:23 PM
magillaG magillaG is offline
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If you are using R and mgcv, the author of mgcv wrote a nice introductory book on GAMs. https://www.crcpress.com/Generalized.../9781498728331
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Old 11-11-2019, 02:34 PM
Louisville_Toy Louisville_Toy is offline
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I always recommend these books:
  • Elements of Statistical Learning by Trevor Hastie
  • Applied Predictive Modeling by Max Kuhn
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