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Evaluating the effect of gap size in a single function mathematical programming model for the three-group classification problem

R Pavur () and C Loucopoulos
Additional contact information
R Pavur: University of North Texas
C Loucopoulos: Northeastern Illinois University

Journal of the Operational Research Society, 2001, vol. 52, issue 8, 896-904

Abstract: Abstract This study examines the impact that the size of the classification gap can have on the classificatory performance of a mathematical programming based discriminant model. In mathematical programming based models that project the discriminant scores onto a line, the discriminant score of an observation may fall into the gap between adjacent group intervals; thus there is no clear cut way to determine the group in which the observation should be classified. We examine a procedure that we refer to as the split gap approach. The split gap approach is defined as a strategy of estimating the performance of a mathematical programming based model using a nonzero gap size to separate group intervals and then splitting the gap between adjacent group intervals to classify future observations. Studies that propose models with a classification gap generally do not assess the effect of the gap on the performance of the model. This paper investigates this effect. A theoretical assessment and a Monte Carlo simulation are used to determine the impact of different gap sizes on a mixed integer programming model using a single function classification model for the three-group case.

Keywords: mathematical programming; classification; simulation (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (2)

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DOI: 10.1057/palgrave.jors.2601116

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