With now well-recognized nonnegligible model selection uncertainty, data analysts should no longer be satisfied with the output of a single final model from a model selection process, regardless of ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of linear regression with two-way interactions between predictor variables. Compared to standard linear ...

In this article, for Lasso penalized linear regression models in high-dimensional settings, we propose a modified cross-validation (CV) method for selecting the penalty parameter. The methodology is ...