We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...
Dr. James McCaffrey presents a complete end-to-end demonstration of linear regression with two-way interactions between ...
The problem of interaction selection in high-dimensional data analysis has recently received much attention. This note aims to address and clarify several fundamental issues in interaction selection ...