T 3.20 Regression model sensitivity. Consider the regression model y = x 3 + v, where...
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T 3.20 Regression model sensitivity. Consider the regression model y = x² 3 + v, where ŷ is the prediction, x is a feature vector, 3 is a coefficient vector, and v is the offset term. If x and ã are feature vectors with corresponding predictions ŷ and y, show that |ŷ-ỹ| ≤ ||B||||x-x||. This means that when |||| is small, the prediction is not very sensitive to a change in the feature vector. T 3.20 Regression model sensitivity. Consider the regression model y = x² 3 + v, where ŷ is the prediction, x is a feature vector, 3 is a coefficient vector, and v is the offset term. If x and ã are feature vectors with corresponding predictions ŷ and y, show that |ŷ-ỹ| ≤ ||B||||x-x||. This means that when |||| is small, the prediction is not very sensitive to a change in the feature vector.
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Essentials of Business Statistics Communicating With Numbers
ISBN: 978-0078020544
1st edition
Authors: Sanjiv Jaggia, Alison Kelly
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