Binary Outcome (1) 썸네일형 리스트형 [R] Simulation Study : Prediction Performance 1. How to do simulation about prediction performance? If \(X\) has \(n \times p (200 \times 2000)\) size, we need to find which variables are selected and which variable affects target most(coefficients). So, we need to consider variable models predicting well. - M1 : \(\hat{\beta}^{lasso} + \lambda_{min}\) - M2 : \(\hat{\beta}^{lasso} + \lambda_{1se}\) - M3 : \(\hat{\beta}^{lasso} + \lambda_{mi.. 이전 1 다음
