Simultaneous procedures for variable selection in multiple linear regression have recently been given by Aitkin. One of these procedures, proposed for the case when the regression equation is to be ...

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 ...

This course aims to provide an understanding of the statistical principles behind, and the practical application of, univariable and multivariable linear and logistic regression in medical, ...

To analyze next-generation sequencing data, multivariate functional linear models are developed for a meta-analysis of multiple studies to connect genetic variant data to multiple quantitative ...

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