Mean squared prediction error: Difference between revisions

Revision as of 15:05, 20 April 2013

Revision as of 10:06, 1 November 2015

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:<math>C_p=\frac{\sum_{i=1}^n\left(y_i-\widehat{g}(x_i)\right)^2}{\widehat{\sigma}^2}-n+2\operatorname{tr}\left[L\right].</math>

where ''p'' comes from thatthe fact that the number of parameters ''p'' estimated for a parametric smoother is given by <math>p=\operatorname{tr}\left[L\right]</math>, and ''C'' is in honor of [[Cuthbert Daniel]].{{citation needed|date=March 2013}}

==See also==