2 citations · 2 across the 3 of their papers we have counts for
4 papers
The Asymptotic Equivalence of Level-Based and Share-Based Loss Functions
Charles D. Coleman
Level-based and share-based loss functions are asymptotically equivalent if, in the limit, their averages converge almost surely to a constant ratio. These loss functions take a ta…
Loss Functions for Detecting Outliers in Panel Data
Charles D. Coleman, Thomas Bryan
The detection of outliers is of critical importance in the assurance of data quality. Outliers may exist in observed data or in data derived from these observed data, such as estim…
Loss Functions for Measuring the Accuracy of Nonnegative Cross-Sectional Predictions
Charles D. Coleman
Measuring the accuracy of cross-sectional predictions is a subjective problem. Generally, this problem is avoided. In contrast, this paper confronts subjectivity up front by elicit…
The Importance of Variable Importance
Charles D. Coleman
Variable importance is defined as a measure of each regressor's contribution to model fit. Using R^2 as the fit criterion in linear models leads to the Shapley value (LMG) and prop…