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 ...

In this paper, the constrained M-estimation of the regression coefficients and scatter parameters in a multivariate linear regression model is considered. Robustness and asymptotic behavior are ...

A behind-the-scenes blog about research methods at Pew Research Center. For our latest findings, visit pewresearch.org. Many of Pew Research Center’s survey analyses show relationships between two ...

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 ...

Description: Inference in simple and multiple linear regression, estimation of model parameters, testing and prediction. Residual analysis, diagnostics and remedial measures. Multicollinearity. Model ...

Average derivative functionals of regression are proposed for nonparametric model selection and diagnostics. The functionals are of the integral type, which under certain conditions allows their ...