A quantitative study is made of the bias in the usual estimate of the linear correlation coefficient and of the relative efficiency of the estimated regression, when a certain type of selective ...

Discover how linear regression works, from simple to multiple linear regression, with step-by-step examples, graphs and real-world applications.

Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...

Linear regression is an excellent place to start when using machine learning to predict numbers. Combined with relevant features, it’s a slam dunk.

Cun-Hui Zhang, Jian Huang, The Sparsity and Bias of the Lasso Selection in High-Dimensional Linear Regression, The Annals of Statistics, Vol. 36, No. 4 (Aug., 2008), pp. 1567-1594 ...