A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)*

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2003
Volume: 65
Issue: s1
Pages: 821-838

Authors (3)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

A new method, called Relevant Transformation of the Inputs Network Approach 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 data generating process, 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.

Technical Details

RePEc Handle
repec:bla:obuest:v:65:y:2003:i:s1:p:821-838
Journal Field
General
Author Count
3
Added to Database
2026-01-25