dataCar vs 5 PC
HDtweedie CV_20: Mean squared prediction errrors (dataCar)
cv1 cv5 cv9 cv13 cv17 mean
Original Data 1903762 984662 1679063 1210094 773441 1089544.00
num of selected Var 4 7 7 6 4 5.45
5 PCA 2449043 1307801 2081661 1578640 1118025 2747677.00
Note:
The dimension of dataCar:67856 observation, 24 columns
Life Insurance vs 5 PC
HDtweedie CV_20: Mean squared prediction errrors (Life Insurance data)
cv1 cv5 cv9 cv13 cv17 mean
Original Data 15501965 44614059 11158152 12182792 35695911 22057074
num of selected Var 1 1 1 1 1 1
5 PCA 19022939 44674701 10635558 16176151 35924242 24381407
Note:
The dimension of the life insurance data: 185558 observation, 40 columns
Home Insurance vs 5 PC
HDtweedie CV_20: Mean squared prediction errrors (Home Insurance data)
cv1 cv5 cv9 cv13 cv17 mean
Original Data 53302 53404 53143 55343 53723 53634
num of selected Var 1 1 1 1 1 1
5 PCA 53306 53396 53133 55359 53738 53642
Note:
The dimension of the home insurance data: 133199 observation, 127 columns