The output data sets
containing fit statistics produced by the Regression node and the
Decision Tree node have only one record. Since the Neural Network
node can analyze multiple target variables, it produces one record
for each target variable and one record for the overall fit; the variable
called _NAME_ indicates which target variable the statistics are for.
The fit statistics for
training data generally include the following variables, computed
from the sum of frequencies and ordinary residuals:
Variables Included in Fit Statistics for Training Data
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Train: Average Squared
Error
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Train: Maximum Absolute
Error
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Train: Root Average
Squared Error
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Train: Sum of Squared
Error
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Note that _DFT_, _DIV_,
and _NOBS_ can all be different when the target variable is categorical.
The following fit statistics
are computed according to the error function (such as squared error,
deviance, or negative log likelihood) that was minimized:
Fit Statistics Computed According to the Error Function
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Train: Average Squared
Error
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For a categorical target
variable, the following statistics are also computed:
Additional Statistics Computed for a Categorical Target Variable
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Train: Misclassification
Rate
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Train: Number of Wrong
Classifications
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When decision processing
is done, the statistics in the following table are also computed for
the training set. The profit variables are computed for a profit or
revenue matrix, and the loss variables are computed for a loss matrix:
Additional Statistics Computed for Decision Processing
For a validation data
set, the variable names contain a V following the first underscore.
For a test data set, the variable names contain a T following the
first underscore. Not all the fit statistics are appropriate for validation
and test sets, and adjustments for model degrees of freedom are not
applicable. Hence, ASE and MSE become the same. For a validation set,
the following fit statistics are computed:
Fit Statistics Computed for a Validation Data Set
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Valid: Average Squared
Error
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Valid: Average Error
Function
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Valid: Maximum Absolute
Error
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Valid: Mean Squared
Error
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Valid: Sum of Frequencies
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Valid: Root Average
Squared Error
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Valid: Root Mean Square
Error
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Valid: Sum of Squared
Errors
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For a validation set
and a categorical target variable, the following fit statistics are
computed:
Fit Statistics Computed for a Validation Data Set with a Categorical
Target Variable
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Valid: Misclassification
Rate
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Valid: Number of Wrong
Classifications
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When decision processing
is done, the following statistics are also computed for the validation
set:
Additional Statistics Computed for Decision Processing
Cross validation statistics
are similar to the above except that the letter X appears instead
of V. These statistics appear in the same data set or data sets as
fit statistics for the training data. For a test set, the following
fit statistics are computed:
Fit Statistics Computed for a Test Data Set
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Test: Average Squared
Error
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Test: Average Error
Function
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Test: Maximum Absolute
Error
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Test: Root Average Squared
Error
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Test: Root Mean Square
Error
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Test: Sum of Squared
Errors
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For a test data set
and a categorical target variable, the following fit statistics are
computed:
Fit Statistics Computed for a Test Data Set with a Categorical
Target Variable
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Test: Misclassification
Rate
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Test: Lower 95% Confidence
Limit for TMISC
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Test: Upper 95% Confidence
Limit for TMISC
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Test: Number of Wrong
Classifications
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When decision processing
is done, the following statistics are also computed for the test set:
Fit Statistics Computed for Test Data Sets Using Decision Processing