[R] General question on prediction

gwiggner@lix.polytechnique.fr gwiggner at lix.polytechnique.fr
Fri Apr 2 21:40:52 CEST 2004


Could you give me your opinions on this idea, please ?
Predicting Y from X is similar* to finding the Expectation{Y|X}.
The joint probability Pr(X,Y) 'contains' this expectation.
If this joint probability follows a 'simple' law, it is easier to 
estimate it directly than using regression techniques.


*when using least sqares error

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