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- Publisher
- SAGE
- Copyright
- © 2020 StataCorp LLC
- ISSN
- 1536-867X
- eISSN
- 1536-8734
- DOI
- 10.1177/1536867X20909688
- Publisher site
- See Article on Publisher Site
Abstract
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.
Journal
The Stata Journal – SAGE
Published: Mar 1, 2020