January 24, 2012

Model Evaluation: Error and Inference (Advanced Data Analysis from an Elementary Point of View)

Goals of statistical analysis: summaries, prediction, scientific inference. Evaluating predictions: in-sample error, generalization error; over-fitting. Cross-validation for estimating generalization error and for model selection. Justifying model-based inferences; Luther and Süleyman.

Reading: Notes, chapter 3 (R for examples and figures).

Advanced Data Analysis from an Elementary Point of View

Posted by crshalizi at January 24, 2012 10:30 | permanent link

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