Least-angle regression

In statistics, least-angle regression (LARS) is an algorithm for fitting linear regression models to high-dimensional data, developed by Bradley Efron, Trevor Hastie, Iain Johnstone and Robert Tibshirani. Suppose we expect a response variable to be determined by a linear combination of a subset of potential covariates. Then the LARS algorithm provides a means of producing an estimate of which variables to include, as well as their coefficients.

Least-angle regression

In statistics, least-angle regression (LARS) is an algorithm for fitting linear regression models to high-dimensional data, developed by Bradley Efron, Trevor Hastie, Iain Johnstone and Robert Tibshirani. Suppose we expect a response variable to be determined by a linear combination of a subset of potential covariates. Then the LARS algorithm provides a means of producing an estimate of which variables to include, as well as their coefficients.