We derive exact finite-sample expressions for the biases and risks of several common pretest estimators of the scale parameter in the linear regression model. These estimators are associated with ...

Using a simplified approach developed by Severini and Tripathi (2001), we calculate the semiparametric efficiency bound for the finite-dimensional parameters of censored linear regression models with ...

The adjusted r-squared is helpful for multiple regression and corrects for erroneous regression, giving you a more accurate ...

The purpose of this tutorial is to continue our exploration of regression by constructing linear models with two or more explanatory variables. This is an extension of Lesson 9. I will start with a ...

Troy Segal is an editor and writer. She has 20+ years of experience covering personal finance, wealth management, and business news. Catherine Falls Commercial/Getty Images Linear regression is a type ...