3.1 General Framework3.2 Loss3.3 Estimating the Model Parameters3.4 Properties of Fitted Values3.5 Estimating the Variance3.6 A Normality Assumption3.7 Computation3.8 Categorical Features3.9 Feature Expansions, Interactions, and Transformations3.10 Penalized Regression: Model Transformation for Risk Reduction3.11 Variations in Linear Regression3.12 Nonlinear Regression3.13 Nonparametric RegressionNotes