Concept收缩估计公式
Shrinkage Formula
Shrinkage formulas are a class of formulas in statistics used to adjust the in-sample R² in order to estimate out-of-sample performance. Classical forms such as the Ezekiel formula and adjusted R² account only for sample size and the number of predictor variables.
Timeline (last 90 days)
Oct 14
High-leverage points significantly inflate the training-set R² while contributing little to out-of-sample performance, thereby causing traditional shrinkage formulas to overestimate predictive ability.
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