The adjusted r-squared is helpful for multiple regression and corrects for erroneous regression, giving you a more accurate ...

In this paper we study the problem of testing the functional form of a given regression model. A consistent test is proposed which is based on the difference of the least squares variance estimator in ...

We derive exact finite-sample expressions for the biases and risks of several common pretest estimators of the scale parameter in the linear regression model. These estimators are associated with ...

Linear regression remains a cornerstone of statistical analysis, offering a framework for modelling relationships between a dependent variable and one or more independent predictors. Over the past ...

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 ...