Machine Learning - Save Variable(s) - Predicted Values

Introduction

Creates a new variable containing predicted values for each case in the data from a machine learning model. Observations with missing values in the predictors are predicted as NA.

Requirements

A predictive model such as regression, linear discriminant, random forest or any other machine learning model generated in Q. 

Method

To save the predicted values: 

1. Select the machine learning model output. 
2. Select Create > Classifier > Save Variable(s) > Predicted Values. 

Example

A table of categorical predictions is generated: 

Technical details

Uses the predict method from R. Unlike the defaults in most R packages, this implementation assigns predicted values for observations not in the estimation sample. Categorical variables are predicted as discrete.

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