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Boosted Regression (Boosting): An introductory tutorial and a Stata ...

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RAND Corporation for his support <strong>and</strong> interest in this methodology <strong>and</strong> for comments onearlier versions of this paper.ReferencesBreiman, L., Friedman, J., Olshen, R., <strong>and</strong> Stone C. 1984. Classification <strong>and</strong> <strong>Regression</strong>Trees. Belmont, CA: Wadsworth.Elkan, C. <strong>Boosting</strong> <strong>and</strong> Naïve Bayes Learning. Technical Report No CS97-557.September 1997, UCSD.Friedman, J., Hastie, T. <strong>and</strong> R. Tibshirani. 2000. Additive logistic regression: astatistical view of boosting. The <strong>An</strong>nals of Statistics 28(2):337-407.Friedman, J.H. (2001). "Greedy Function Approximation: A Gradient <strong>Boosting</strong>Machine," <strong>An</strong>nals of Statistics 29(5):1189-1232.Hastie, T., Tibshirani, R. <strong>and</strong> J. Friedman. 2001. The Elements of Statistical Learning.New York: Springer-Verlag.Long, J. S. <strong>and</strong> J. Freese. 2003. <strong>Regression</strong> Models for Categorical Dependent VariablesUsing <strong>Stata</strong>, Revised Edition. College Station, TX: <strong>Stata</strong> Press.McCaffrey, D., Ridgeway, G., Morral, A. (2004, to appear). “Propensity ScoreEstimation with <strong>Boosted</strong> <strong>Regression</strong> for Evaluating Adolescent Substance AbuseTreatment,” Psychological Methods.McCullagh, P. <strong>and</strong> Nelder, J. A. (1989). Generalized Linear Models. New York:Chapman & Hall.Ridgeway, G. (1999). “The state of boosting,” Computing Science <strong>and</strong> Statistics 31:172-181. Also available at http://www.i-pensieri.com/gregr/papers.shtml .33

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