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Which model shall I use, and do fitting in “Two-stage Estimator”? #13

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jenifferYingyiWu opened this issue Mar 15, 2016 · 0 comments
Open

Which model shall I use, and do fitting in “Two-stage Estimator”? #13

jenifferYingyiWu opened this issue Mar 15, 2016 · 0 comments

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@jenifferYingyiWu
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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 python codes?
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