All regression statistics can be seriously distorted by a single incorrect data value. A decimal point in the wrong place can completely change the parameter estimates, R2, and other statistics.

The conventional entry test for a new variable in stepwise regression is not theoretically correct, but is used because the necessary exact distributions are not known. Some distributional results ...

Goodness-of-fit statistics for general multiple-linear-regression equations are reviewed for the case of replicated responses. A modification of the coefficient of determination is recommended. This ...

Examination of the (sample) residuals resulting from the regression analysis can indicate failures of assumptions 1, 3, and 4. Such failures are not necessarily a bad thing: They can point the way to ...

This is the third in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

Regression statistics will typically include an R-squared value. The closer to 1 this is, the stronger the correlation between the returns of the two stocks.

Catalog : MATH.5910 Linear Statistics Modeling and Regression (Formerly 92.591) Id: 008463 Credits Min: 3 Credits Max: 3 Description Model building via linear regression models. Method of least ...