In this article, for Lasso penalized linear regression models in high-dimensional settings, we propose a modified cross-validation (CV) method for selecting the penalty parameter. The methodology is ...

This is a preview. Log in through your library . Abstract A popular data-driven method for choosing the bandwidth in standard kernel regression is cross-validation. Even when there are outliers in the ...

None of the regression methods implemented in the PLS procedure fit the observed data any better than ordinary least squares (OLS) regression; in fact, all of the methods approach OLS as more factors ...

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 ...

Andriy Blokhin has 5+ years of professional experience in public accounting, personal investing, and as a senior auditor with Ernst & Young. Thomas J Catalano is a CFP and Registered Investment ...