A method of estimating the parameters of a linear regression model when the covariance matrix is an unknown diagonal matrix is investigated. It is assumed that the ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of linear regression with two-way interactions between predictor variables. Compared to standard linear ...

When the errors in an ordinary least squares (OLS) regression model are heteroscedastic, hypothesis tests involving the regression coefficients can have Type I error ...

“The statistician knows...that in nature there never was a normal distribution, there never was a straight line, yet with normal and linear assumptions, known to be false, he can often derive results ...

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 ...

Troy Segal is an editor and writer. She has 20+ years of experience covering personal finance, wealth management, and business news. David is comprehensively experienced in many facets of financial ...

Emily Norris is the managing editor of Traders Reserve; she has 10+ years of experience in financial publishing and editing and is an expert on business, personal finance, and trading. Thomas J ...