Subhash C. Narula, John F. Wellington, Algorithm AS 108: Multiple Linear Regression with Minimum Sum of Absolute Errors, Journal of the Royal Statistical Society.

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.