Journal
STATA JOURNAL
Volume 20, Issue 1, Pages 3-29Publisher
SAGE PUBLICATIONS INC
DOI: 10.1177/1536867X20909688
Keywords
st0587; rforest; random decision forest algorithm
Funding
- Social Sciences and Humanities Research Council of Canada [435-2013-0128]
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Random forests (Breiman, 2001, Machine Learning 45: 5-32) is a statistical- or machine-learning algorithm for prediction. In this article, we introduce a corresponding new command, rforest. We overview the random forest algorithm and illustrate its use with two examples: The first example is a classification problem that predicts whether a credit card holder will default on his or her debt. The second example is a regression problem that predicts the logscaled number of shares of online news articles. We conclude with a discussion that summarizes key points demonstrated in the examples.
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