Multiple regression equations designed to explain or predict should be validated. This tutorial shows how recalculation of the coefficient of determination on hold-out sample data or new sample data ...

The purpose of this tutorial is to continue our exploration of regression by constructing linear models with two or more explanatory variables. This is an extension of Lesson 9. I will start with a ...

Martinez-Jerez, Francisco de Asis, and Ariel Andres Blumenkranc. "Using Regression Analysis to Estimate Time Equations." Harvard Business School Background Note 111-001, September 2010. (Revised ...

This paper provides an alternative approach to penalized regression for model selection in the context of high-dimensional linear regressions where the number of covariates is large, often much larger ...

Linear Regression in Finance The goal of a linear regression model is to estimate the magnitude of a relationship between variables and whether or not it is statistically significant. Say we wanted to ...

After the model has been fit, predicted and residual values are usually calculated and output. The predicted values are calculated from the estimated regression equation; the residuals are calculated ...

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 ...