Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 26, No. 1 (1977), pp. 106-111 (6 pages) ...

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 ...

Learn the difference between linear regression and multiple regression and how investors can use these types of statistical analysis.