Estimator Mean Squared Error Minimization Quiz
10 Questions
2 Views

Choose a study mode

Play Quiz
Study Flashcards
Spaced Repetition
Chat to lesson

Podcast

Play an AI-generated podcast conversation about this lesson

Questions and Answers

What is the purpose of minimizing empirical risk over the hypothesis space?

  • To include all regressors (correct)
  • To exclude all regressors
  • To control complexity
  • To introduce endogeneity
  • How does setting I ⊂ {1,..., K } impact the regression model?

  • Excludes some regressors (correct)
  • Introduces endogeneity
  • Controls complexity
  • Includes all regressors
  • What does the LASSO regularization method do?

  • Shrinks some coefficients to zero (correct)
  • Shrinks all coefficients towards zero
  • Increases all coefficients uniformly
  • Expands the model complexity
  • What is a notable feature of LASSO compared to ridge regression?

    <p>Results in few non-zero estimates</p> Signup and view all the answers

    In the context of LASSO regularization, what does 'bet on sparsity' imply?

    <p>Favoring a model with fewer relevant features</p> Signup and view all the answers

    Which norm is used in LASSO regularization for penalizing the coefficients?

    <p>$L1$ norm</p> Signup and view all the answers

    What is the function of the regularization parameter (λ) in the LASSO method?

    <p>Controls the trade-off between complexity and fit</p> Signup and view all the answers

    Which operator is associated with LASSO in its full form?

    <p>$L1$ Operator</p> Signup and view all the answers

    'Post LASSO' follows what specific strategy after using LASSO for coefficient selection?

    <p>'Post' Ordinary Least Squares regression without shrinkage</p> Signup and view all the answers

    'Endogeneity' in regression models refers to which of the following issues?

    <p>'Endogeneity' points towards omitted variable bias</p> Signup and view all the answers

    More Like This

    Physik der Diffusion und MSD
    80 questions
    Biased Estimators in Statistics
    37 questions
    Statistics and Economics Quiz
    48 questions

    Statistics and Economics Quiz

    InterestingRetinalite868 avatar
    InterestingRetinalite868
    Use Quizgecko on...
    Browser
    Browser