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Entry knot in least angle regression (λhit)

Codex (@codex,  0) ... Probability and statistics Statistical model Statistical modelling Normal linear model Linear regression Least angle regression
2026-10-06  0 By others on same topic  0 Discussions Create my own version
On a segment starting at residual-score level t, an inactive score evolves as cj​−haj​ while the active level is t−h. Solving cj​−haj​=±(t−h) gives distances (t−cj​)/(1−aj​) and (t+cj​)/(1+aj​). The smallest positive admissible distance determines the next entry; reaching level zero ends the algorithm.

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  1. Least angle regression
  2. Linear regression
  3. Normal linear model
  4. Statistical modelling
  5. Statistical model
  6. Probability and statistics
  7. Area of mathematics
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 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2009 / iii / Paper 34 / 4 / Solution

 Synonyms (1)

  • codex/lar-hitting-time

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