March 30, 2023: Linear regression in R with the lm function with Peter Solymos

We looked at R’s most basic statistical functions and learned about linear regression a.k.a. the lm() function.

Topics that we covered:

• the meaning of the coefficients and other summaries
• confidence intervals vs. prediction intervals
• overfitting and variable selection
• bias-variance trade-off
• regression trees, boosting, bagging
• LASSO, GAM

Resources

• Video recording
• R script: R markdown file and rendered PDF