DTSA 5011 Modern Regression Analysis in R DTSA 5011 Modern Regression Analysis in R Specialization: Statistical Modeling for Data Science Applications Instructor: Brian Zaharatos, Director, ...

Regression to the mean is an important, yet commonly misunderstood, statistical law. Understanding regression to the mean is an essential mental model for successful investing.

We study a high-dimensional Bayesian linear regression model in which the scale parameter follows a general beta prime distribution. Under the assumption of sparsity, we show that an appropriate ...