Robust Regression: Methods and Applications

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (33)

Regularization Techniques Log in to Mediaspace to watch this video

Explores regularization in linear models, including Ridge Regression and the Lasso, analytical solutions, and polynomial ridge regression.

Nonlinear Machine Learning: k-Nearest Neighbors and Feature Expansion Log in to Mediaspace to watch this video

Covers the transition from linear to nonlinear models, focusing on k-NN and feature expansion techniques.

Modern Regression: Spring Barley Data Log in to Mediaspace to watch this video

Covers inference, weighted least squares, spring barley data analysis, and smoothing techniques.

Regression Methods: Model Building and Diagnostics Log in to Mediaspace to watch this video

Explores regression methods, covering model building, diagnostics, inference, and analysis of variance.

Regression: Simple and Multiple Linear Log in to Mediaspace to watch this video

Covers simple and multiple linear regression, including least squares estimation and model diagnostics.

Linear Models for Classification: Multi-Class Extensions Log in to Mediaspace to watch this video

Covers linear models for multi-class classification, focusing on logistic regression and evaluation metrics.

Linear Regression: Fundamentals and Applications Log in to Mediaspace to watch this video

Explores linear regression fundamentals, model training, evaluation, and performance metrics, emphasizing the importance of R², MSE, and MAE.

Machine Learning Fundamentals: Regularization and Cross-validation Log in to Mediaspace to watch this video

Explores overfitting, regularization, and cross-validation in machine learning, emphasizing the importance of feature expansion and kernel methods.

Basics of linear regression model Log in to Mediaspace to watch this video

Covers the basics of linear regression, OLS method, predicted values, residuals, matrix notation, goodness-of-fit, hypothesis testing, and confidence intervals.

Linear Regression: Least Squares and Normal Equations Log in to Mediaspace to watch this video

Explores linear regression through least squares and normal equations, emphasizing the importance of minimizing errors for accurate predictions.

Supervised Learning in Asset Pricing Log in to Mediaspace to watch this video

Explores supervised learning in asset pricing, focusing on stock return prediction challenges and model assessment.

Inference and Mixed Models Log in to Mediaspace to watch this video

Covers point estimation, confidence intervals, and hypothesis testing for smooth functions using mixed models and spline smoothing.

Generalized Method of Moments (GMM)Log in to Mediaspace to watch this video

Introduces the Generalized Method of Moments (GMM), a versatile approach for estimation based on moment restrictions, with applications in asset pricing models.

Page 2 of 2