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  2. Robust regression - Wikipedia

    en.wikipedia.org/wiki/Robust_regression

    The data can be found at the classic data sets page, and there is some discussion in the article on the Box–Cox transformation. A plot of the logs of ALT versus the logs of γGT appears below. The two regression lines are those estimated by ordinary least squares (OLS) and by robust MM-estimation.

  3. Seemingly unrelated regressions - Wikipedia

    en.wikipedia.org/wiki/Seemingly_unrelated...

    The model can be estimated equation-by-equation using standard ordinary least squares (OLS). Such estimates are consistent, however generally not as efficient as the SUR method, which amounts to feasible generalized least squares with a specific form of the variance-covariance matrix. Two important cases when SUR is in fact equivalent to OLS ...

  4. Newey–West estimator - Wikipedia

    en.wikipedia.org/wiki/Newey–West_estimator

    In Stata, the command newey produces Newey–West standard errors for coefficients estimated by OLS regression. [13] In MATLAB, the command hac in the Econometrics toolbox produces the Newey–West estimator (among others). [14] In Python, the statsmodels [15] module includes functions for the covariance matrix using Newey–West.

  5. Ordinary least squares - Wikipedia

    en.wikipedia.org/wiki/Ordinary_least_squares

    In statistics, ordinary least squares (OLS) is a type of linear least squares method for choosing the unknown parameters in a linear regression model (with fixed level-one [clarification needed] effects of a linear function of a set of explanatory variables) by the principle of least squares: minimizing the sum of the squares of the differences between the observed dependent variable (values ...

  6. Principal component regression - Wikipedia

    en.wikipedia.org/wiki/Principal_component_regression

    3. Now transform this vector back to the scale of the actual covariates, using the selected PCA loadings (the eigenvectors corresponding to the selected principal components) to get the final PCR estimator (with dimension equal to the total number of covariates) for estimating the regression coefficients characterizing the original model.

  7. Mallows's Cp - Wikipedia

    en.wikipedia.org/wiki/Mallows's_Cp

    In statistics, Mallows's, [1] [2] named for Colin Lingwood Mallows, is used to assess the fit of a regression model that has been estimated using ordinary least squares.It is applied in the context of model selection, where a number of predictor variables are available for predicting some outcome, and the goal is to find the best model involving a subset of these predictors.

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  9. Kernel regression - Wikipedia

    en.wikipedia.org/wiki/Kernel_regression

    Python: the KernelReg class for mixed data types in the statsmodels.nonparametric sub-package (includes other kernel density related classes), the package kernel_regression as an extension of scikit-learn (inefficient memory-wise, useful only for small datasets) R: the function npreg of the np package can perform kernel regression. [7] [8]