RT Report
T1 A flexible tool for model building: the relevant transformation of the imputs network approach
A1 Pérez Amaral, Teodosio
A1 Gallo, Giampiero
A1 White, Halbert
AB A new method, called Relevant Transformation of the Inputs Network Approach (RETINA) is proposed as a tool for model building. It is designed around flexibility (with nonlinear transformations of the predictors of interest), selective search within the range of possible models, out-of-sample forecasting ability and computational simplicity. In tests on simulated data, it shows both a high rate of successful retrieval of the DGP which increases with the sample size and a good performance relative to other alternative procedures. A telephone service demand model is built to show how the procedure applies on real data.
PB Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
YR 2003
FD 2003
LK https://hdl.handle.net/20.500.14352/64518
UL https://hdl.handle.net/20.500.14352/64518
LA eng
DS Docta Complutense
RD 28 dic 2025