Model Selection Criteria
1
Prerequisites
1.1
Bias-variance tradeoff
1.2
Bias–variance decomposition of mean squared error (MSE):
1.3
Structure of my note
2
The coefficient of determination (
\(R^2\)
)
2.1
\(R^2\)
2.1.1
\(R^2\)
in the model with an intercept
2.1.2
\(R^2\)
in the model without an intercept
2.2
Ajusted
\(R^2\)
References
Caleb Jin|金时强
Model Selection Criteria
References