Open AccessPROBABILITY PREDICTION AND CLASSIFICATION
Author(s) -
Haberman Shelby J.
Publication year - 2004
Publication title -
ets research report series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.235
H-Index - 5
ISSN - 2330-8516
DOI - 10.1002/j.2333-8504.2004.tb01946.x
Subject(s) - statistics , logarithm , multinomial distribution , mathematics , probability estimation , econometrics , computer science , artificial intelligence , mathematical analysis
Criteria for prediction of multinomial responses are examined in terms of estimation bias. Logarithmic penalty and least squares are quite similar in behavior but quite different from maximum probability. The differences ultimately reflect deficiencies in the behavior of the criterion of maximum probability.