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http://hdl.handle.net/1942/43191
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DC Field | Value | Language |
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dc.contributor.author | THAS, Olivier | - |
dc.contributor.author | JASPERS, Stijn | - |
dc.date.accessioned | 2024-06-18T08:43:31Z | - |
dc.date.available | 2024-06-18T08:43:31Z | - |
dc.date.issued | 2024 | - |
dc.date.submitted | 2024-06-17T06:33:09Z | - |
dc.identifier.citation | - | |
dc.identifier.uri | http://hdl.handle.net/1942/43191 | - |
dc.description.abstract | In an attempt to provide an answer to the increasing criticism against p-values and to bridge the gap between statistical inference and prediction modelling, we introduce the probability of improved prediction (PIP). In general, the PIP is a probabilistic measure for comparing two competing models. Three versions of the PIP and several estimators are introduced and the relationships between them, p-values and the mean squared error are investigated. The performance of the estimators is assessed in a simulation study. An application shows how the PIP can support p-values to strengthen the conclusions or possibly point at issues with e.g. replicability. | - |
dc.description.sponsorship | The authors gratefully acknowledge Research Foundation - Flanders (FWO) for providing the funding for this research (Grant nr. G0D1221N) | - |
dc.language.iso | en | - |
dc.rights | CC BY-NC-ND 4.0 | - |
dc.subject | Statistics - Methodology | - |
dc.subject | Statistics - Methodology | - |
dc.subject.other | Cross-validation | - |
dc.subject.other | Hypothesis testing | - |
dc.subject.other | Model comparison | - |
dc.subject.other | Prediction modelling | - |
dc.subject.other | Sample splitting | - |
dc.title | The Probability of Improved Prediction: a new concept in statistical inference | - |
dc.type | Preprint | - |
local.bibliographicCitation.jcat | A2 | - |
local.type.refereed | Refereed | - |
local.type.specified | Article | - |
dc.identifier.arxiv | 2405.17064 | - |
local.provider.type | ArXiv | - |
local.uhasselt.international | no | - |
item.fullcitation | THAS, Olivier & JASPERS, Stijn (2024) The Probability of Improved Prediction: a new concept in statistical inference. | - |
item.accessRights | Open Access | - |
item.contributor | THAS, Olivier | - |
item.contributor | JASPERS, Stijn | - |
item.fulltext | With Fulltext | - |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
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2405.17064v1.pdf | 4.23 MB | Adobe PDF | View/Open |
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