Testing differences in predictive ability: A tutorial.

This paper describes some statistical tests for comparing the predictive performance of two or more prediction rules. It covers the cases of both quantitative and qualitative predictions, that is, both regression and classification problems. Worked examples are included for both cases. This paper describes some statistical tests for comparing the predictive performance of two or more prediction rules. It covers the cases of both quantitative and qualitative predictions, that is, both regression and classification problems. [ABSTRACT FROM AUTHOR]