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 ...
Some of you may have come across a growing number of publications in your field using an alternative paradigm called Bayesian statistics in which to perform their statistical analyses. The goal of ...
This is an expository paper, pointing out explicitly the pseudoness of the "F-statistic" used in stepwise procedures for determining the independent variables to be used in a linear prediction ...
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 ...