UMass Lowell

Catalog : MATH.5910 Linear Statistics Modeling and Regression (Formerly 92.591)

Model building via linear regression models. Method of least squares, theory and practice. Checking for adequacy of a model, examination of residuals, checking outliers. Practical hand on experience ...
JSTOR Daily

A STEPWISE REGRESSION METHOD AND CONSISTENT MODEL SELECTION FOR HIGH-DIMENSIONAL SPARSE LINEAR MODELS

We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...
Investopedia

Homoskedastic: What It Means in Regression Modeling, With Example

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 ...
JSTOR Daily

On Modeling Heteroskedasticity: The Student's t and Elliptical Linear Regression Models

This paper proposes a new approach to modeling heteroskedasticity which enables the modeler to utilize information conveyed by data plots in making informed decisions on the form and structure of ...
Harvard Business School

Using Regression Analysis to Estimate Time Equations

Martinez-Jerez, Francisco de Asis, and Ariel Andres Blumenkranc. "Using Regression Analysis to Estimate Time Equations." Harvard Business School Background Note 111-001, September 2010. (Revised ...
Investopedia

Stepwise Regression Explained: Uses, Benefits, and Drawbacks

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...