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Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.

0 votes
0 answers
112 views

Threshold linear regression estimation

When it comes to threshold linear regression, in order to estimate it can we simply divide our dataset according to the threshold rule into 2 datasets and then simply estimate 2 equations with OLS? …
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0 votes
0 answers
49 views

Resampling as prior distribution?

Suppose we've got a small dataset that we have no prior knowledge about and we're going to use linear regression on it. … regression and OLS applied to the whole dataset - use the $\mu$ and $\sigma$ of the resampled models as the prior distribution to bayesian regression. …
Fatafim's user avatar
  • 205
2 votes
1 answer
155 views

MARS vs. CART regression predictive power

Given that in regression we're usually dealing with continous data, is any of them superior to one another when it comes to actual forecasting? …
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  • 205