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 ...

Selecting a subset of variables for linear models remains an active area of research. This article reviews many of the recent contributions to the Bayesian model selection and shrinkage prior ...