Calculating an LOOCV MSE by hand
Year: 2024
Type: other
Abstract: Last week, we had an "mid-term" exam, for our introduction to statistical learning course. The question is simple: consider three points, [latex](x_i,y_i)[/latex], here [latex display="true"]\{(0,2),(2,2),(3,1)\}[/latex]Consider here some linear models, estimated using least square techniques, what would be the leave-one-out cross-validation MSE ? I like this exercise since we can compute everything easily, by hand. Since at each step we remove one single observation, only two observations ...
Source: OpenEdition (OpenEdition)
DOI: 10.58079/12ggs
Author: Arthur Charpentier
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W6899208787
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