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Analysis of Predictive inference with jackknife+, a new method for creating prediction intervals with stronger coverage guarantees

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stats-208-jackknife

Analysis of Predictive inference with jackknife+

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We gathered data from California Cooperative Oceanic Fisheries Invesitgations (CalCOFI) from the CalCOFI website. The downloaded CSV files (for the bottle and cast data) should go in data/raw/CalCOFI_Database_194903-202001_csv_22Sep2021/ to work with our written scripts. From here, we joined and processed the data to include fully-present observations across our response variable (salinity, denoted as Salnty) and 20 predictor variables: Distance, Bottom_D, Wind_Spd, Depthm, T_degC, O2ml_L, STheta, O2Sat, Oxy_µmol/Kg, ChlorA, Phaeop, PO4uM, SiO3uM, NO2uM, NO3uM, NH3uM, DarkAs, MeanAs, R_DYNHT, and R_Nuts. Please see the CalCOFI website for a codebook explaining each feature.

After processing, we were left with 6,102 complete observations. Similar to Barber, et al., we had a training set of 200 observations with the rest as our test set. We wanted to see how the jackknife+ would perform with a smaller number of predictors. Beyond this, though, we aimed to further test the generalizability of this method by constructing two different models: LASSO (with a hyperparameter value identical to the one proposed for the ridge regression simulations, and a boosting regressor (both used the default arguments in the model object from scikit-learn). Upon running these trials, we noticed that the performance remained similar across the models and interval types: the jackknife+ slightly outperformed the jackknife and met the coverage rate $1 - \alpha$ as proposed in the paper.

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Analysis of Predictive inference with jackknife+, a new method for creating prediction intervals with stronger coverage guarantees

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