least squares regression

  1. M

    Correct Cross Validation. How to calculate the projected R Squared or Residual Sum Sq

    Hi, I have read into the subject of finding good estimators to determine the goodness of fit when the regression on a trainingset is projected on a testset (unseen data). I have found a lot of scientific papers but I get completely lost in terminologie and very complex equations I do not...
  2. M

    How to determine if two R2 values (rsquared) are significantly different

    Hi TalkStats :):):) I have fit two different functions (f1,f2) to some data. These functions have different forms (see below), in that they have different numbers of parameters. But the data is the same - the number of predictor/dependent variables is the same. f1 = \frac{1}{1 +...
  3. kiton

    Instrumental variable approach to a model with squared and interaction terms

    Moderator, please delete this post.
  4. A

    How to Handle Blank Fields in Multiple Linear Regression

    I am building a regression with 45 samples across 20+ independent variables. I am randomly selecting subsets of the variables and running many combinations of regressions to help avoid multicollinearity. However, my main issue is concerning missing data in my samples. Each of the 45 samples is...