Formula sheets

Coefficient of determination $\;R^2=1-\dfrac{SSE}{SST}$, adjusted $\;\bar R^2=1-\dfrac{SSE/(n-p-1)}{SST/(n-1)}$

Logistic regression $\;\ln\dfrac{p}{1-p}=\mathbf{x}^\top\beta$, $p=\dfrac{1}{1+e^{-\mathbf{x}^\top\beta}}$

Bias–variance $\;E[(y-\hat f)^2]=\operatorname{Bias}^2+\operatorname{Var}+\sigma^2$

PCA proportion of variance of component $j$: $\lambda_j/\sum_k\lambda_k$

Exponential smoothing $\;\hat y_{t+1}=\alpha y_t+(1-\alpha)\hat y_t$