A multivariate linear regression model with q responses as a linear function of p independent variables is considered with a p × q parameter matrix B. The least-squares or normal-theory maximum ...

A test for the arbitrage pricing theory which employs a multivariate linear regression model is developed. Given a sample of return premiums for a set of N assets which includes a subset of k linearly ...

Learn how to build a multivariate linear regression model step by step—no libraries, just pure C++ logic!

Both univariate and multiple linear regression analyses of quality of life data were performed. Results of the univariate analysis have been reported previously.

This paper considers the problem of jointly decomposing a set of time series variables into cyclical and trend components, subject to sets of stochastic linear restrictions among these cyclical and ...

Learn the difference between linear regression and multiple regression and how investors can use these types of statistical analysis.

Learn how to graph linear regression in Excel. Use these steps to analyze the linear relationship between an independent and a dependent variable.