Hot answers tagged nonlinear
3
In full generality this is a very difficult question. The closest you will get to a general framework is Vapnik-Chervonenkis theory. You can read about this in Chapter 7.9 of "The elements of statistical learning" by Hastie, Tibshirani and Friedman which can be downloaded from their website .
But be warned that this is a theoretical approach. Often more ...
2
I basically agree with @John, let me expand:
We want to model $y$ using a simple linear model, the most basic setup is
$$
y = c + \mathbf{X}\beta
$$
with $y$ the $N$ observations, $c$ a constant, $\mathbf{X}$ the $N \times M$ matrix of regressors and $\beta$ a $M$-dimensional vector of coefficients. This model has $M$ parameters, the elements of $\beta$.
...
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