Using output from a fitted machine learning algorithm as a predictor in a statistical model

Statistical Modeling, Causal Inference, and Social Science 2017-11-24

Summary:

Fred Gruber writes: I attended your talk at Harvard where, regarding the question on how to deal with complex models (trees, neural networks, etc) you mentioned the idea of taking the output of these models and fitting a multilevel regression model. Is there a paper you could refer me to where I can read about […]

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Link:

http://andrewgelman.com/2017/11/24/using-output-fitted-machine-learning-algorithm-predictor-statistical-model/

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Statistics and Visualization » Statistical Modeling, Causal Inference, and Social Science

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Authors:

Andrew

Date tagged:

11/24/2017, 10:35

Date published:

11/24/2017, 09:48