Subset Selection
Shrinkage Methods
Dimension Reduction Methods
High-Dimensional Data
Lab: Linear Models and Regularization Methods
Best Subset Selection
Ridge Regression
Principal Components Regression
What Goes Wrong in High Dimensions?
Subset Selection Methods
Stepwise Selection
The Lasso
Partial Least Squares
Regression in High Dimensions
Ridge Regression and the Lasso
Choosing the Optimal Model
Selecting the Tuning Parameter
Considerations in High Dimensions
Interpreting Results in High Dimensions
PCR and PLS Regression