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

1 vote
1 answer
367 views

Effect of basis functions on the dimension of a linear regression model

In Scikit-learn I can use polynomial features to create polynomial linear regression models. Scikit-learn transforms my original data as follows. … How do we construct the linear regression model taking into account that vector space? …
Featherball's user avatar
3 votes
1 answer
189 views

Resources for learning about lasso

I'm looking for resources on lasso regression at the undergraduate mathematics level. All I can find is a lot of complex texts on variable selection, concentration inequalities, etc. …
0 votes
0 answers
27 views

Interpretation of lasso shrinkage

In the case of the ridge estimator, we can interpret the shrinkage induced by the ridge estimator to be at its most extreme when a predictor has low variance. High-variance predictors provide the most …
Featherball's user avatar
0 votes
2 answers
61 views

Calculating the distribution of the sum of the squares of the predictors in linear regression

I'm calculating the distribution of the sum of the squares of the components of the MLE $\hat{\beta}$ in linear regression with normal errors. We are assuming that $\beta = 0$. …
Featherball's user avatar
2 votes
1 answer
89 views

Making my linear regression model meet assumptions causes a large increase in mean squared e...

I was creating a linear regression model on a particle collisions dataset. … I made use of a train-test split during my experiments and here is my methodology using multiple linear regression with no regularisation. …
Featherball's user avatar