5.1 Ordinary Least Squares (OLS)

BLUE

5.1.1 Variable Selection

5.1.1.1 Forward, Backward selection

5.1.1.2 Nonnegative garrote method

5.1.2 Model Selection

5.1.2.1 Variance-Bias Trade-off

5.1.2.2 Information Criteria

5.1.2.2.1 AIC, BIC, Mallow Cp