Now that you've got a good sense of how to "speak" R, let's use it with linear regression to make distinctive predictions. The R system has three components: a scripting language, an interactive ...

R is a free computing and graphical software/environment for statistical analysis. Part III of this short course consists of 3 sections: Section 5 introduces the concept of generalized linear models.

Model averaging has long been proposed as a powerful alternative to model selection in regression analysis. However, how well it performs in high-dimensional regression is still poorly understood.

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 75, No. 2 (MARCH 2013), pp. 323-343 (21 pages) The paper is concerned with inference for linear models with fixed ...