Multiple regression equations designed to explain or predict should be validated. This tutorial shows how recalculation of the coefficient of determination on hold-out sample data or new sample data ...

Andriy Blokhin has 5+ years of professional experience in public accounting, personal investing, and as a senior auditor with Ernst & Young. Thomas J Catalano is a CFP and Registered Investment ...

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 ...

In this paper, we consider the problem of determining the number of structural changes in multiple linear regression models via group fused Lasso. We show that with probability tending to one, our ...