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Simple linear regression is extended to multiple linear regression (for multiple predictor variables) and to multivariate linear regression for (multiple response variables). Regression with circular data and/or categorical data is covered. How to select predictors and how to avoid overfitting with techniques such as ridge regression and lasso are followed by quantile regression. The assumption of Gaussian noise or residual is removed in generalized least squares, with applications to optimal fingerprinting in climate change.
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