revising error analysis

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Morten Hjorth-Jensen
2019-09-08 21:44:12 +02:00
parent 95df6f31fb
commit 7671b8bec5
+2 -2
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@@ -2525,7 +2525,7 @@ $\hat{\sigma}^2 (\hat{\beta}_j ) = \hat{\sigma}^2 \sqrt{
construct a confidence interval for the estimates.
In a similar way, we cna obtain analytical expressions for say the
In a similar way, we can obtain analytical expressions for say the
expectation values of the parameters $\bm{\beta}$ and their variance
when we employ Ridge regression, and thereby a confidence interval.
@@ -2562,7 +2562,7 @@ This means the variance we obtain with the standard OLS will always for $\lambda
!split
===== Resampling methods =====
Discuss types of error and how we proceed in doing so.
Discuss types of error and how we proceed in doing so. In particular emphasize with examples the difference between the test error and the training error.
!split