We develop a predictive Bayesian approach to variable selection in the multivariate linear model. A criterion derived from the Bayesian predictive density is proposed and a calibration is provided for ...

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 ...

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 ...

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 ...