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 ...

We introduce continuously additive models, which can be viewed as extensions of additive regression models with vector predictors to the case of infinite-dimensional predictors. This approach produces ...

Power series generalized nonlinear models [Comput. Statist. Data Anal. 53 (2009) 1155–1166] can be used when the Poisson assumption of equidispersion is not valid. In these models, we consider a more ...

The NLIN procedure implements iterative methods that attempt to find least-squares estimates for nonlinear models. The default method is Gauss-Newton, although several other methods, such as Gauss or ...

Linear and logistic regression models are essential tools for quantifying the relationship between outcomes and exposures. Understanding the mathematics behind these models and being able to apply ...