posts

Prediction Intervals

What is a prediction interval? How would you use one?

Interpreting the confidence interval in front of you

I go over the most common interpretation of a confidence interval, and discuss an alternative, potentially more useful one.

Josue Rodriguez

Connecting Scalar and Matrix Notation in OLS Regression

I go over OLS regression in matrix notation, and show how it connects to the scalar notation of OLS regression.

Josue Rodriguez

(simple) Linear regression

A “warm up” post covering simple ordinary least squares regression.

Josue Rodriguez

Model Selection Bias

Over the last few months, a frequent topic of conversation with my lab mate Donny has been the issue of valid inference following model selection, or model selection bias.…

Josue Rodriguez