About this Event
In this workshop we will discuss recent advances in regression techniques which allow for modeling data when ordinary least squares regression assumptions are violated. Topics will include quantile, robust, and ridge regression. An overview of variable selection techniques including LASSO, LARS, and elastic net may also be included. Appropriate use cases for each will be discussed. Participants should have an understanding of ordinary least squares regression and the corresponding statistical assumptions. This special topic workshop is an advanced topic only offered once.
