Learn the difference between linear regression and multiple regression and how investors can use these types of statistical analysis.

VIDEO: It's easy to run a regression in Excel and you only need to understand a few data points to make sense of the results.

The problem of selecting the best subset or subsets of independent variables in a multiple linear regression analysis is two-fold. The first, and most important problem is the development of criterion ...

This paper provides an alternative approach to penalized regression for model selection in the context of high-dimensional linear regressions where the number of covariates is large, often much larger ...