4 ms·
I was asking about that in another thread. Do you have any references about you N/p rule of thumb? Thanks in advance!
by terranstyler 12y ago
I was asking about that in another thread. Do you have any references about you N/p rule of thumb? Thanks in advance!
- michaelochurch 12y agoThat N/p rule of thumb is ultimately subjective, except for the fact that when N/p < 1, you can't use OLS anymore (because there is an infinitude of zero-training-error solutions). It depends on correlations of predictors and signal/noise ratio as well. Those are just approximate guidelines.