Calculating an LOOCV MSE by hand

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 ...

Publication Details

Journal
Industrias Culturais (Universidade de Coimbra)
Published
2024-10-11
DOI
https://doi.org/10.58079/12ggs
Primary Topic
Data Analysis with R
Type
article
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article

Calculating an LOOCV MSE by hand

Industrias Culturais (Universidade de Coimbra)
Data Analysis with R
article

Calculating an LOOCV MSE by hand

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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 ...

Industrias Culturais (Universidade de Coimbra)
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Openalex Percentile: Top 67%
Data Analysis with R
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Calculating an LOOCV MSE by hand · Industrias Culturais (Universidade de Coimbra) (2024) | TGRS Research Map | TGRS