| Name : R-moose
| |
| Version : 0.0.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.8
| Date : 2024-06-14 11:10:34
|
| Group : Development/Libraries/Other
| Source RPM : R-moose-0.0.1-lp153.1.8.src.rpm
|
| Size : 0.01 MB
| |
| Packager : (none)
| |
| Summary : Mean Squared Out-of-Sample Error Projection
|
Description :
Projects mean squared out-of-sample error for a linear regression based
upon the methodology developed in Rohlfs (2022)
< doi:10.48550/arXiv.2209.01493>. It consumes as inputs the lm object
from an estimated OLS regression (based on the \"training sample\") and a
data.frame of out-of-sample cases (the \"test sample\") that have
non-missing values for the same predictors. The test sample may or may
not include data on the outcome variable; if it does, that variable is
not used. The aim of the exercise is to project what what mean squared
out-of-sample error can be expected given the predictor values supplied
in the test sample. Output consists of a list of three elements: the
projected mean squared out-of-sample error, the projected out-of-sample
R-squared, and a vector of out-of-sample \"hat\" or \"leverage\" values, as
defined in the paper.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
