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Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.
4
votes
2
answers
203
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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 …
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 …
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{ …
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 $y\in R^m$. …