JSM 2012 Online Program

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CE_37T	Wed, 8/1/2012, 1:00 PM - 2:45 PM	HQ-Indigo 204
Introduction to MARS: Predictive Modeling with Nonlinear Automated Regression Tools — Continuing Education CTW
ASA , Salford Systems
Instructor(s): Mikhail Golovnya, Salford Systems
This workshop will introduce the main concepts behind Jerome Friedman's MARS, a modern regression tool that can help analysts quickly develop superior predictive models. MARS is a nonlinear automated regression tool that can trace complex patterns in the data. It automates the model specification search, including variable selection, variable transformation, interaction detection, missing value handling, and model validation. Conventional regression models typically fit straight lines to data. Although this usually oversimplifies the data structure, the approximation is sometimes good enough for practical purposes. However, in the frequent situations in which a straight line is inappropriate, an expert modeler must search tediously for transformations to find the right curve. MARS approaches model construction more flexibly, allowing for bends, thresholds, and other departures from straight lines from the beginning. Attendees will be presented with the key benefits over conventional regression tools and over a modelers' tedious search for transformations to find the right curve. All attendees will receive 6 months access to fully functional versions of the software.

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