JSM Activity #2001-42T

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Activity ID:  2001-42T
Title Room
Introduction to MARS (Multivariate Adaptive Regression Splines) M-International Salon D
Date / Time Sponsor Type
08/08/2001    1:00 PM  -  3:00 PM ASA Other
Organizer: n/a
Chair: n/a
Discussant:  
CE Presenter Dan Steinberg
Description

MARS is one of several modern regression tools that can help analysts quickly develop superior predictive models. Suited for linear and logistic regression, MARS automates the model specifications search, including variable selection, variable transformation, interaction detection, missing value handling, and model validation. Created by Standford's Jerome H. Friedman, one the developers of CART®, MARS is a non-parametric modeling tool that is equally adept at developing simple or highly non-linear models. MARS rapidly separates effects that are applicable to an entire data set from those that apply only to specific subsets, automatically tracking non-linear effects with spline basis functions. Models enhanced with MARS-created variable are typically far more accurate than hand crafted models.
JSM 2001

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Revised March 2001