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Comments on: A random forest guided tour

Author

Listed:
  • Giles Hooker

    (Cornell University)

  • Lucas Mentch

    (University of Pittsburgh)

Abstract

We discuss future challenges in developing statistical theory for Random Forests. In particular, we suggest that an analysis of bias and extrapolation is vital to understanding the statistical properties of variable importance measures. We further point to the incorporation of random forests within larger statistical models as an important tool for high-dimensional statistical inference.

Suggested Citation

  • Giles Hooker & Lucas Mentch, 2016. "Comments on: A random forest guided tour," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(2), pages 254-260, June.
    • Handle: RePEc:spr:testjl:v:25:y:2016:i:2:d:10.1007_s11749-016-0485-3
    DOI: 10.1007/s11749-016-0485-3
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    References listed on IDEAS

    as
    1. Racine, Jeffrey S., 2008. "Nonparametric Econometrics: A Primer," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(1), pages 1-88, March.
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