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Line 21: ==Estimation of MSPE over the population== The MSPE of the model over the entire [[statistical population\|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

Mean squared prediction error: Difference between revisions