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 ...

Regression analysis is a quantitative tool that is easy to use and can provide valuable information on financial analysis and forecasting.

The purpose of this paper is to introduce a multiple regression model that allows for stochastic changes of the trading-day coefficients used to calculate trading-day variations. Estimation and ...