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Results tagged with mathematical-statistics
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user 375692
Mathematical theory of statistics, concerned with formal definitions and general results.
2
votes
1
answer
63
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Notation for predicting $\hatβ$ in ridge regression
I have been reading around ridge regression and have come across two forms of $\hatβ$ in textbooks. Am I correct in believing that $(X^TX+\lambda I)^{-1} X^TY$ is the same as $RSS + \sum_{j=1}^{p} \be …
- 45
0
votes
0
answers
36
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What is $\hat\beta^{Lasso}$ in matrix form [duplicate]
We know that $\hat\beta^{ridge}= (X^TX+\lambda.I)^{-1}X^TY$ but I was wondering if there was a similar equation for $\hat\beta^{Lasso}$.
- 45
0
votes
1
answer
515
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Deriving leave-one-out-cross-validation (LOOCV) error of a certain regression
Say we have a regression of $y=\beta_1x_i + \epsilon_i$, for $i=1,...,n$, such that it doesn't have a y intercept. How would we go about working out the LOOCV error. I know LOOCV is a case of K-fold f …
- 45