The Important Stuff Everyone Misses
   1 min read

Easy to Overlook these

  • Multivariate Analysis is nothing but regression

  • Logistic regression IS a binomial regression (with logit link), a special case of the Generalized Linear Model. It doesn’t classify anything unless a threshold for the probability is set. Classification is just its application.

  • Stepwise regression is by no means a regression. It’s a (flawed) method of variable selection.

  • OLS is a method of estimation (among others: GLS, TLS, (RE)ML, PQL, etc.), NOT a regression.

Ridge, LASSO - it’s a method of regularization, NOT a regression.

  • There are tens of models for the regression analysis. You mention mainly linear and logistic - it’s just the GLM! Learn the others too (link in a comment). STOP with the “17 types of regression every DS should know”.BTW, there’re 270+ statistical tests. Not just t, chi2 & Wilcoxon