Content deleted Content added
new section: Computation of MSPE over out-of-sample data |
→Estimation of MSPE: transitional sentence |
||
Line 20:
==Estimation of MSPE==
The MSPE of the model over the entire population of mostly unobserved data can be estimated as follows.
For the model <math>y_i=g(x_i)+\sigma\varepsilon_i</math> where <math>\varepsilon_i\sim\mathcal{N}(0,1)</math>, one may write
| |||