Hello, Sorry -;0))) I don't know SEM. Understand and agree...
With best regards, Oskar U�ytkownik nothanks <[EMAIL PROTECTED]> w wiadomooci do grup dyskusyjnych napisa�:[EMAIL PROTECTED] > "Lone Wolf" <[EMAIL PROTECTED]> wrote in message news:<afaeu0$dkk$[EMAIL PROTECTED]>... > > Hello, > > > > U�ytkownik nothanks <[EMAIL PROTECTED]> w wiadomooci do grup dyskusyjnych > > napisa�:[EMAIL PROTECTED] > > > Hello sci.stat* readers, > > >>>>> Original Snipped <<<<< > > > > > > > > > Ad. to campare pred. ver. outcom.: > > Don't want "to hurt" you, but nothing new to make "perfect" forecasting > > model. Could you tell: > > 1. In which period (ex ante or ex post veryfied in time) you model gives > > perfect forecasts? If it's ex ante (cut datas) be worry... > > 2. Could you tell something more about stability? > > En example: take regular harmonic regression (with n harmonic components) > > and check my sugestions - time to time better way is to take model with > > worse fit, but with ability to produce stability and probabilty of real > > forecasts. > > If you don't want to do this, take any simulation method (ex. neural > > network). In this case you will get PERFECT forecasts. > > Please, don't offend. I'm very interesting in you model... > > > > With best regards, > > Oskar Czechowski > > Hi Oskar, > > I think you misunderstood my post. The perfect fit I'm referring to > is of the sample covariance matrix. Not the observed outcomes. > So, in SEM, you can set up the parameters in your covariance matrix > so that the parameter estimates can be perfectly fit to your sample > covariance matrix. > > However, in using the subsequent estimated effect coefficients, the > difference between the observed outcomes and the predicted could > be very large. So you would in fact have terrible forecasts. > My goal isn't to create perfect forecasts, only a "good" model with > "good" predictions. > > > > ###################################################################### . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
