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problem with predict(mboost,...)

1 message · Benjamin Hofner

#
Hi Tim,

you have two "problems" at the same time:

1.) The warning you get means that you predictor (e.g. predictor1) has 
another range in the training set than in the test set. In this case you 
have data in you test set that lies outside of the range of the training 
set (for predictor1). This is only a problem if the ranges are REALLY 
different. However, this doesn't lead to your second problem! So I think 
you can just ignore the warning (especially as you write both training 
and test set have the same range).

2.) The second problem you describe (negative prediction for a positive 
outcome) has nothing to do with boosting or mboost. This results from 
the fact that you estimate a model for a positive outcome but the 
prediction might be ANY number.
You can avoid this by, for example, considering log-transformed outcomes 
and / or using another family (depending on the type of your outcome). 
Please consult literatur on generalized linear models (GLMs) for further 
help.

Hope that helps
   Benjamin
On 20.10.2010 12:00, r-help-request at r-project.org wrote: