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 ...

Learn the difference between linear regression and multiple regression and how investors can use these types of statistical analysis.

A sequential regression or chained equations imputation approach uses a Gibbs sampling-type iterative algorithm that imputes the missing values using a sequence of conditional regression models. It is ...