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 ...

In many regression problems, data on the dependent variable are censored; that is, the values of some observations are known only to be above or else below some value. Such data often arise in ...

Dr. James McCaffrey presents a complete end-to-end demonstration of linear regression using JavaScript. Linear regression is the simplest machine learning technique to predict a single numeric value, ...

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 ...