We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...
Selecting a subset of variables for linear models remains an active area of research. This article reviews many of the recent contributions to the Bayesian model selection and shrinkage prior ...
The purpose of this tutorial is to continue our exploration of regression by constructing linear models with two or more explanatory variables. This is an extension of Lesson 9. I will start with a ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
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