The first step in conducting a regression-based study is to specify a model. In real applications, this is usually the most challenging step - deciding which variables “belong” in the model and which ...

Estimating the conditional quantiles of outcome variables of interest is frequent in many research areas, and quantile regression is foremost among the utilized methods. The coefficients of a quantile ...

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 ...

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 ...

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 ...