Probability Prediction and Classification
- Author(s):
- Haberman, Shelby J.
- Publication Year:
- 2004
- Report Number:
- RR-04-19
- Source:
- ETS Research Report
- Document Type:
- Report
- Page Count:
- 23
- Subject/Key Words:
- Penalty Function, Entropy, Concentration, Misclassification Rate, Large-Sample Approximation
Abstract
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.
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- http://dx.doi.org/10.1002/j.2333-8504.2004.tb01946.x