*Continuing with the artificial data from Exercise (8.3), graph the crossvalidation function CVs and generalized cross-validation function...
Question:
*Continuing with the artificial data from Exercise (8.3), graph the crossvalidation function CVðsÞ and generalized cross-validation function GCVðsÞ as a function of span, letting the span range between s ¼ 0:05 and s ¼ 0:95.
(a) Compare the shape of CVðsÞ with the average squared error ASEðsÞ function from the preceding exercise. Are the shapes similar?
(b) Now compare the level of CVðsÞ to that of ASEðsÞ. Are the levels different? Why?
(c) Does GCVðsÞ do a good job of approximating CVðsÞ?
(d) Do CVðsÞ and GCVðsÞ provide useful guidance for selecting the span in this problem?
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Related Book For
Applied Regression Analysis And Generalized Linear Models
ISBN: 9781452205663
3rd Edition
Authors: By John Fox
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