Timeline for Reusing predicted values as independent variables for new linear regression
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
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| Jan 31, 2014 at 19:45 | comment | added | eric chiang | Measuring it directly with a simple test/train split where your model predicts data it hasn't seen before is probably the best idea. Then you could test the strategy of including the predicted variable against excluding it and compare predicted values against actual. | |
| Jan 31, 2014 at 19:28 | comment | added | Roland | Is there some way to quantify the error propagation? Is there some way which allows me to compare the results of $\hat x_{3,{\rm Sep}}$, using either $x_{2, {\rm Jul}}$ or $\hat x_{2,{\rm Aug}}$? | |
| Jan 31, 2014 at 19:20 | history | answered | eric chiang | CC BY-SA 3.0 |