Which model shall I use, and do fitting in “Two-stage Estimator”?

Open jenifferYingyiWu opened this issue 9 years ago • 0 comments

screenshot from 2016-03-15 13 43 42 The two-stage estimator is above. After I have estimated the means and variances of errors. How to implement the two-stage estimator by machine learning? Shall I separate the target items from training set and testing set?

If I separate them from train and test, then which model shall I use, and do fitting?

So, could you pls give me some suggestions and recommend some R codes?

Mar 15 '16 05:03 jenifferYingyiWu