Effective degrees of freedom: a flawed metaphor
نویسندگان
چکیده
منابع مشابه
Effective degrees of freedom: a flawed metaphor.
To most applied statisticians, a fitting procedure's degrees of freedom is synonymous with its model complexity, or its capacity for overfitting to data. In particular, it is often used to parameterize the bias-variance tradeoff in model selection. We argue that, on the contrary, model complexity and degrees of freedom may correspond very poorly. We exhibit and theoretically explore various fit...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2015
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asv019