to do in reg

2019-09-07 18:10:12 +02:00
parent 05c0090fd8
commit 95df6f31fb
2 changed files with 372 additions and 178 deletions
@@ -2558,6 +2558,13 @@ The difference is non-negative definite since each component of the
 matrix product is non-negative definite. 
 This means the variance we obtain with the standard OLS will always for $\lambda > 0$ be larger than the variance of $\bm{\beta}$ obtained with the Ridge estimator. This has interesting consequences when we discuss the so-called bias-variance trade-off below. 

+
+!split
+===== Resampling methods =====
+
+Discuss types of error and how we proceed in doing so.
+
+
 !split 
 ===== Cross-validation =====