Regression Revisited
نویسندگان
چکیده
منابع مشابه
Compressed Least Squares Regression revisited
We revisit compressed least squares (CLS) regression as originally analyzed in Maillard and Munos (2009) and later on in Kaban (2014) with some refinements. Given a set of high-dimensional inputs, CLS applies a random projection and then performs least squares regression based on the projected inputs of lower dimension. This approach can be beneficial with regard to both computation (yielding a...
متن کاملThe Orthogonally Constrained Regression Revisited
Two data analysis problems the orthonormal Procrustes problem and the Penrose regression problem are reconsidered in this paper These problems are known in the literature for their importance as well as di culty This work presents a way to calculate the projected gradient and the projected Hessian explicitly One immediate result of this calculation is the complete characterization of the rst or...
متن کاملGrowth Regression Revisited: IV and GMM
Barro and Sala-i-Martin (2004) analyzed the empirical determinants of growth. They used a cross-sectional empirical framework that considered growth from two kinds of factors, initial levels of steady-state variables and control variables (e.g., investment ratio, infrastructure). Recent literature suggests that GMM estimation of dynamic panel data models produce more efficient and consistent es...
متن کامل’Compressed Least Squares Regression revisited’: Appendix
the best rank-r approximation of X with respect to the Frobenius norm. We write ∆r = X − Tr(X) for the ’residual’. In general, Tr(M) wil be used to denote the best rank-r approximation of a matrix M . Further, PM denotes the orthogonal projection on the subspace spanned by the columns of M , and we write M− for the Moore-Penrose pseudoinverse of a matrix M . The i-th column of M is denoted by M...
متن کاملThe Jungle of Linear Regression Revisited
Simple linear regression is reviewed. Some well known facts are analyzed from different approaches. Some new formulas and equations are posted and discussed.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Statistical Review
سال: 2008
ISSN: 0306-7734,1751-5823
DOI: 10.1111/j.1751-5823.2008.00053.x