Timeline for perform what if scenario with predictive model (in R)
Current License: CC BY-SA 4.0
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| Oct 23, 2018 at 14:27 | comment | added | cs0815 | Thanks. This is actually what I was thinking as well. My question is related to this one: stats.stackexchange.com/questions/372953/… Do you know how to obtain the CIs from the differences? I think there are some standard formulas but I am still not 100% sure if this is bootstrapping and if to use resampling ... | |
| Oct 23, 2018 at 14:23 | comment | added | Matthew Drury |
This makes sense for a what if scenario, and cheers for using bootstrapping to gather information on the robustness of the result. If you want to go a step further you could also fit your model on bootstrap samples to account for more variance. A word of warning though, be careful about interpreting these results causally. If you actually plan to change whatever X3 represents in real life, there is no guarantee that your model has captured the effect of an intervention like that unless the data you used to train the model also contains that intervention.
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| Oct 23, 2018 at 14:17 | history | asked | cs0815 | CC BY-SA 4.0 |