We derive exact finite-sample expressions for the biases and risks of several common pretest estimators of the scale parameter in the linear regression model. These estimators are associated with ...

We review recent results for high-dimensional sparse linear regression in the practical case of unknown variance. Different sparsity settings are covered, including coordinate-sparsity, group-sparsity ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...

Dr. James McCaffrey presents a complete end-to-end demonstration of linear regression using JavaScript. Linear regression is the simplest machine learning technique to predict a single numeric value, ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of linear regression with two-way interactions between predictor variables. Compared to standard linear ...