The Annals of Statistics, Vol. 36, No. 3 (Jun., 2008), pp. 1108-1126 (19 pages) Coefficient estimation and variable selection in multiple linear regression is routinely done in the (penalized) least ...

This paper provides an alternative approach to penalized regression for model selection in the context of high-dimensional linear regressions where the number of covariates is large, often much larger ...

Last month we explored how to model a simple relationship between two variables, such as the dependence of weight on height 1. In the more realistic scenario of dependence on several variables, we can ...

In this video, we will implement Multiple Linear Regression in Python from Scratch on a Real World House Price dataset. We will not use built-in model, but we will make our own model. This can be a ...