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Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.

4 votes
2 answers
203 views

How $\hat{y}_0=x_0^T\beta+\sum^N_{i=1}l_i(x_0)\epsilon_i$?

I am currently reading "Elements of Statistical Learning II" and I am not quite sure about one thing in section 2.5 on p.24 and p.26 So at the end of p.24 they write the following: Suppose that we kno …
Slim Shady's user avatar
2 votes
1 answer
353 views

Rewriting the Ridge Regression coefficients

In Ridge Regression we try to find the minimum of the following loss function: $$\text{min}_w\mathcal{L}_{\lambda}(w,S)=\text{min}\lambda\|w\|^2+\sum^l_{i=1}(y_i-g(x_i))^2$$ Where: $\lambda$ is a positive …
Slim Shady's user avatar
1 vote
1 answer
47 views

Deriving the normal equations' coefficients

Suppose we use the least squares criterion to fit a linear model for the following dataset: $(x_1,y_1),...,(x_m,y_m)\in R \times R$, by solving the following optimisation problem: $$(a^*,b^*) = \text{ …
Slim Shady's user avatar
2 votes
1 answer
73 views

How can we incorporate an offset into a software library which performs least squares withou...

Now, by my understanding, we have that the software library performs linear regression on $X\in R^m$ and $y\in R^m$. …
Slim Shady's user avatar