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Re:The Truth About Linear Regression (2015) by tylerrobinson on Tuesday July 30, 2024 @11:08PM (#41116106)
Okay, I’ll bite.

> If you want to convert people into loving linear models (and you should), we need to make sure that they learn the difference between 'linear models' and 'linear models fit using OLS'

Help me understand the pitch. What linear models are you referring to here that aren’t estimated with OLS? How should I wrap my head around having more parameters than observations?

Re:The Truth About Linear Regression (2015) by solresol on Tuesday July 30, 2024 @11:35PM (#41116195)
Linear models that aren't estimated with OLS: - Theil-Sen - Huber - RANSAC

Models that can cope with more parameters than observations: - Ridge - Lasso