[R] A stat related question

[Meyners, Michael, LAUSANNE, AppliedMathematics]

Let's assume you have just three observations, and x-- = 1:3 for your
observations. 

Predictor 1:	y = x^2
Predictor 2: 	y = 1 if x=1
			y = 4 if x=2
			y = 9 if x=3
			y = 0 elsewhere

These predictors are obviously not the same, but will give the same Mean
Squared Error for your data (whatever your observed y-values are). This
should suffice as a counter example. Or did I misunderstand your
question?

HTH, Michael


> -----Original Message-----
> From: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] On Behalf Of RON70
> Sent: Freitag, 18. September 2009 11:23
> To: r-help at r-project.org
> Subject: [R] A stat related question
> 
> 
> Can I ask a small stat. related question here?
> 
> Suppose I have two predictors for a time series processes and 
> accuracy of predictor is measured from MSEs. My question is, 
> if two predictors give same MSE then, necessarily they have 
> to be identical? Can anyone provide me any counter example?
> 
> Thanks.
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