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 ...

Overview Regression explains how changes in one factor influence another with clarity.Each regression type is suited for ...

This is an expository paper, pointing out explicitly the pseudoness of the "F-statistic" used in stepwise procedures for determining the independent variables to be used in a linear prediction ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...