Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...

Linear regression is one of the simplest and most useful tools for analyzing data. It helps you find the relationship between variables so you can make predictions and understand patterns. In this ...

Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains optimal ...

We consider likelihood ratio tests to detect a change-point in simple linear regression (a) when the alternative specifies that only the intercept changes and (b) when the alternative permits the ...

A quantitative study is made of the bias in the usual estimate of the linear correlation coefficient and of the relative efficiency of the estimated regression, when a certain type of selective ...

Linear models, generalized linear models, and nonlinear models are examples of parametric regression models because we know the function that describes the relationship between the response and ...

For example, you might use regression analysis to find out how well you can predict a child's weight if you know that child's height. The following data are from a study of nineteen children. Height ...