Thursday, October 14, 2004
David,
For ridge regression in HW2, shoud we center the predictors in the first 200 branches only and center the rest 33 later before prediction? or should we take the mean of all? Tks ---B.J.
Just standardize the 233 all together. Note you need to subtract the mean *and* divide by the standard deviation. D.
but according to the book p.60, it seems that we should centered the Xs by subtracting mean only. so that we can estimate beta-null by y-bar. ---B.J.
Centering is enough to give a direct estimate of beta-null but you really need to standardize the predictors so that they are all on the same scale. D.
For ridge regression in HW2, shoud we center the predictors in the first 200 branches only and center the rest 33 later before prediction? or should we take the mean of all? Tks ---B.J.
Just standardize the 233 all together. Note you need to subtract the mean *and* divide by the standard deviation. D.
but according to the book p.60, it seems that we should centered the Xs by subtracting mean only. so that we can estimate beta-null by y-bar. ---B.J.
Centering is enough to give a direct estimate of beta-null but you really need to standardize the predictors so that they are all on the same scale. D.
