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