Ridge regression is useful as a general shrinking of all coefficients together. It is shrinking to reduce the variance and over fitting. It relates to the prior believe that coefficient values …

I was just wondering why regression problems are called "regression" problems. What is the story behind the name? One definition for regression: "Relapse to a less perfect or developed state."

Dec 17, 2024 · This kind of regression seems to be much more difficult. I've read several sources, but the calculus for general quantile regression is going over my head. My question is this: …

Nov 3, 2017 · In linear regression, we often get multiple R and R squared. What are the differences between them?

What statistical tests or rules of thumb can be used as a basis for excluding outliers in linear regression analysis? Are there any special considerations for multilinear regression?

Dec 21, 2016 · Those words connote causality, but regression can work the other way round too (use Y to predict X). The independent/dependent variable language merely specifies how one …

Feb 2, 2020 · Multivariable regression is any regression model where there is more than one explanatory variable. For this reason it is often simply known as "multiple regression". In the …

Also, for OLS regression, R^2 is the squared correlation between the predicted and the observed values. Hence, it must be non-negative. For simple OLS regression with one predictor, this is …

Aug 1, 2013 · Note that one perspective on the relationship between regression & correlation can be discerned from my answer here: What is the difference between doing linear regression on …

I was wondering what difference and relation are between forecast and prediction? Especially in time series and regression? For example, am I correct that: In time series, forecasting seems …