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  2. Multinomial logistic regression - Wikipedia

    en.wikipedia.org/wiki/Multinomial_logistic...

    Multinomial logistic regression is known by a variety of other names, including polytomous LR, [2] [3] multiclass LR, softmax regression, multinomial logit (mlogit), the maximum entropy (MaxEnt) classifier, and the conditional maximum entropy model.

  3. Omitted-variable bias - Wikipedia

    en.wikipedia.org/wiki/Omitted-variable_bias

    The second term after the equal sign is the omitted-variable bias in this case, which is non-zero if the omitted variable z is correlated with any of the included variables in the matrix X (that is, if X′Z does not equal a vector of zeroes).

  4. Simple linear regression - Wikipedia

    en.wikipedia.org/wiki/Simple_linear_regression

    This relationship between the true (but unobserved) underlying parameters α and β and the data points is called a linear regression model. The goal is to find estimated values α ^ {\displaystyle {\widehat {\alpha }}} and β ^ {\displaystyle {\widehat {\beta }}} for the parameters α and β which would provide the "best" fit in some sense for ...

  5. Seemingly unrelated regressions - Wikipedia

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

    Suppose there are m regression equations = +, =, …,. Here i represents the equation number, r = 1, …, R is the individual observation, and we are taking the transpose of the column vector.

  6. Kernel (statistics) - Wikipedia

    en.wikipedia.org/wiki/Kernel_(statistics)

    In statistics, especially in Bayesian statistics, the kernel of a probability density function (pdf) or probability mass function (pmf) is the form of the pdf or pmf in which any factors that are not functions of any of the variables in the domain are omitted. [1] Note that such factors may well be functions of the parameters of the pdf or pmf.

  7. Quadratic variation - Wikipedia

    en.wikipedia.org/wiki/Quadratic_variation

    An alternative process, the predictable quadratic variation is sometimes used for locally square integrable martingales. This is written as M t {\displaystyle \langle M_{t}\rangle } , and is defined to be the unique right-continuous and increasing predictable process starting at zero such that M 2 − M {\displaystyle M^{2}-\langle M\rangle ...

  8. Regression analysis - Wikipedia

    en.wikipedia.org/wiki/Regression_analysis

    In statistical modeling, regression analysis is a set of statistical processes for estimating the relationships between a dependent variable (often called the outcome or response variable, or a label in machine learning parlance) and one or more error-free independent variables (often called regressors, predictors, covariates, explanatory ...

  9. Autoregressive model - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_model

    For an AR(1) process with a positive , only the previous term in the process and the noise term contribute to the output. If φ {\displaystyle \varphi } is close to 0, then the process still looks like white noise, but as φ {\displaystyle \varphi } approaches 1, the output gets a larger contribution from the previous term relative to the noise.