Optimum Ridge Regression Parameter Using R-Squared of Prediction as a Criterion for Regression Analysis
نویسندگان
چکیده
منابع مشابه
R-squared for Bayesian regression models∗
The usual definition of R (variance of the predicted values divided by the variance of the data) has a problem for Bayesian fits, as the numerator can be larger than the denominator. We propose an alternative definition similar to one that has appeared in the survival analysis literature: the variance of the predicted values divided by the variance of predicted values plus the variance of the e...
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ژورنال
عنوان ژورنال: Journal of Statistical Theory and Applications
سال: 2021
ISSN: ['2214-1766', '1538-7887']
DOI: https://doi.org/10.2991/jsta.d.210322.001