Covers the basics of linear regression, OLS method, predicted values, residuals, matrix notation, goodness-of-fit, hypothesis testing, and confidence intervals.
Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Covers the basics of linear regression, including OLS, heteroskedasticity, autocorrelation, instrumental variables, Maximum Likelihood Estimation, time series analysis, and practical advice.
Covers the basics of linear regression in machine learning, exploring its applications in predicting outcomes like birth weight and analyzing relationships between variables.
Explores linear regression fundamentals, non-linear regression issues, and R-squared goodness of fit, with examples like Anscombe's quartet and the Datasaurus dataset.
Explores variable selection through filtering and correlation methods in machine learning, emphasizing relevance quantification and relationship measurement with the label.
Introduces kernel methods like SVM and regression, covering concepts such as margin, support vector machine, curse of dimensionality, and Gaussian process regression.