Notation

Description Example Meaning
\(*j\) \(\underline{X}^{*j}\) Denote a matrix with the values as \(\underline{X}\) except of \(j\)-th which elements are permuted
Model residual \(r_i = y_i - f(x_i)\)

\(r_i = y_i - \hat{y}_i\)
The difference between the observed value of the dependent variable \(Y\) for the \(i\)-th observation and the model’s prediction for that observation