From 7671b8bec5a6432fbd36906d75e10b860fe21673 Mon Sep 17 00:00:00 2001 From: Morten Hjorth-Jensen Date: Sun, 8 Sep 2019 21:44:12 +0200 Subject: [PATCH] revising error analysis --- doc/src/Regression/Regression.do.txt | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/doc/src/Regression/Regression.do.txt b/doc/src/Regression/Regression.do.txt index 5c759419c..dce7fd0c3 100644 --- a/doc/src/Regression/Regression.do.txt +++ b/doc/src/Regression/Regression.do.txt @@ -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