This article explains how to implement linear ridge regression from scratch, using the C# language. Linear ridge regression (LRR) is a relatively simple variation of standard linear regression.

Regression analysis is a quantitative tool that is easy to use and can provide valuable information on financial analysis and forecasting.

In particular, if the linear regression relation contains p parameters, minimizing the sum of the absolute value of the "vertical" deviations from the regression line is shown to reduce to a p ...

This is a preview. Log in through your library . Abstract The effects on the distribution of least-squares residuals of a series of model mis-specifications are considered. It is shown that for a ...

In many applications, the response variable is not Normally distributed. GLM can be used to analyze data from various non-Normal distributions. In this short course, we will introduce two most common ...