# Questions tagged [linear-regression]

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### Normalizing a parameter in a regression

I am thinking about the possibility of making a parameter in my regression, let's say the $\lambda$ in a ridge regression, somehow, inside a range : $\lambda \in [0,1]$. Do you have any ideas how I ...
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### sharp $l_{\infty}$-bounds for the LASSO estimator

I have a question regarding sharp $l_{\infty}$-bounds for the LASSO estimator. The linear model is $$y=X\theta^*+W,$$ where $X\in\mathbb{R}^{n\times p}$ a deterministic matrix (or a probabilistic one ...
1 vote
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### How to find all least-square solutions [closed]

I was looking at numpy's lstsq to find a least squares solution of an equation system when the following occurred to me: Given the points (0,0), (3,4), (4,3), if I ...
196 views

### Regression with correlation structure

I have a theoretical question about regression models. Let's say I measured multiple responses from $n$ subjects and these responses are correlated with each other. For example, let's say I measured ...
1 vote
Suppose we want to find coefficients $b$ in $\underset{b}{\operatorname{argmin}} \displaystyle\sum\limits_{i=1}^n | y_{i}-b_{1}x_{i}-b_{0}\mid$. If we rewrite this problem in terms of linear ...
Scheffé's method for identifying statistically significant contrasts is widely known. A contrast among the means $\mu_i$, $i=1,\ldots,r$ of $r$ populations is a linear combination \$\sum_{i=1}^r c_i \...