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A pair of new extension commands for Statistics
have been posted to the Extension Commands collection on the SPSS Community
website (www.ibm.com/developerworks/spssdevcentral)
STATS GBM estimates generalized boosted
regression models including regular regression, logistic, multinomial,
poisson, and quantile regression among others.
STATS GBMPRED uses the estimates from
STATS GBM to calculate predicted values for new data.
These procedures use the R gbm package
and require the R Essentials. They were developed using Statistics
V21 but should work with version 18 or newer.
I am calling these beta versions as
there are many features that are difficult to test comprehensively in combination.
Please report any bugs or comments to me.
Jon Peck (no "h") aka Kim
Senior Software Engineer, IBM
[hidden email]
phone: 720-342-5621
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