普通最小二乘(OLS)回归
这是一个简单的项目,展示了OLS回归算法的实现。 在此特定实现中,将发生以下情况:
1. input independent and dependent variable data is split into
"training" and "prediction" sets.
2. Within the training set, k-fold crossvalidation is used to
generate an Akaike Information Criteria (AIC) value for each 1-p
combinations of independent variables.
3. The model with the lowest AIC is selected and fit to the entire