Mean squared prediction error: Difference between revisions

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Estimation of MSPE: T rather than prime sign to avoid reader confusion; sequencing inner terms same as elsewhere
Estimation of MSPE: finishing prime sign → T
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:<math>\sum_{i=1}^n\left(\operatorname{E}\left[g(x_i)-\widehat{g}(x_i)\right]\right)^2
=\operatorname{E}\left[\sum_{i=1}^n\left(y_i-\widehat{g}(x_i)\right)^2\right]-\sigma^2\operatorname{tr}\left[\left(I-L\right)'^T\left(I-L\right)\right].</math>
 
Thus,