The effect on estimation of regression coefficients in linear location-scale models is investigated when the error distribution is misspecified. It is shown that the ...

Vector time series data are widely met in practice. In this paper we propose a multivariate functional-coefficient regression model with heteroscedasticity for modelling such data. A local linear ...

Beside the model, the other input into a regression analysis is some relevant sample data, consisting of the observed values of the dependent and explanatory variables for a sample of members of the ...

Learn about the negative correlation coefficient, its significance, comparison with other coefficients, and real-world ...

Implementing LRR from scratch is harder than using a library like scikit-learn, but it helps you customize your code, makes it easier to integrate with other systems, and gives you a complete ...

Dr. James McCaffrey presents a complete end-to-end demonstration of linear regression using JavaScript. Linear regression is the simplest machine learning technique to predict a single numeric value, ...

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 ...