Optimal trade-off between sample size, precision of supervision, and selection probabilities for the unbalanced fixed effects panel data model

DOI10.1007/S00500-020-05317-5MaRDI QIDQ2156597zbMATH OpenOpenAlexFDO

Authors Giorgio Gnecco, Federico Nutarelli, Daniela Selvi

Publication date 18 July 2022

Published in Soft Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s00500-020-05317-5

zbMATH Keywords

generalization errorlarge-sample approximationnoise variance controloptimal sample size and selection probabilitiesunbalanced fixed effects panel data model

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(3)

• Optimal data collection design in machine learning: the case of the fixed effects generalized least squares panel data model
• On the optimal generalization error for weighted least squares under variable individual supervision times
• A Statistical Learning Theory Approach for the Analysis of the Trade-off Between Sample Size and Precision in Truncated Ordinary Least Squares

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