Methods to determine the validity of regression models include comparison of model predictions and coefficients with theory, collection of new data to check model predictions, comparison of results ...

Specification of the lasso tuning parameter will be discussed and demonstrated via cross validation, which is another important modeling concept. This course covers more advanced content than other ...

In the context of variable selection under a linear regression model, we show that the delete-d MCV criterion is asymptotically equivalent to the well known FPE criterion. Two computationally more ...