[SubiculumCode]

This article is obviously a jumping off point kind of article. Most people using linear regression have never even heard of things like ridge regression. So I like the article.

However, there are at least two types of regression I'd add to the list, and a suggestion.:

1 Multivariate Distance Matrix Regression (MDMR; Anderson, 2001; McArdle & Anderson, 2001).

2. Regression with splines

3. On polynomial regression, add mention of orthogonal polynomials.

[michaelbarton]

There's also hierarchical regression, where you can estimate multilevel models. Also call fixed and random effect models. Assigning a variance coefficient for each parameter can account for heteroscedasticity.

[SubiculumCode]

Mixed models..the hell (+_+) I live in =_=

[syntaxfree]

Important for many real use cases such as estimating demand from prices instrumental variable regression.