Sliced inverse regression (SIR) and principal Hessian directions aim to reduce the dimensionality of regression problems. An important step in the method is the determination of a suitable dimension.

The efficiency gain of seemingly unrelated regression (SUR) relative to OLS is a decreasing function of correlation of variables across equations. This article examines the efficiency gain for an ...

Martinez-Jerez, Francisco de Asis, and Ariel Andres Blumenkranc. "Using Regression Analysis to Estimate Time Equations." Harvard Business School Background Note 111-001, September 2010. (Revised ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

Linear regression models predict the outcome of one variable based on the value of another, correlated variable. Excel 2013 can compare this data to determine the correlation which is defined by a ...

This online data science course will explore concepts in statistical modeling, such as when to use certain models, how to tune those models, and determining whether other options will provide certain ...