Regression I

Subset selection and shrinkage

Linear regression as a baseline; best-subset and stepwise selection; ridge regression and the lasso as principled alternatives when p is large or predictors are correlated.

📖 Assigned reading: ISLR ch. 3, 6

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📊 Slides

• 🖥️ Clean slides

🧪 Lab

Live, in-browser R lab — runs entirely in your browser via webR, no local R install needed. Edit any code cell and re-run it; a “Download my code” button captures whatever you’ve written before you leave.

• 🧪 Lab 3 (interactive)

⭐ Extras

Optional supplementary material:

• 📄 Model Selection
• 📄 Shrinkage Methods
• 📄 Partial Least Squares