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  2. Heteroskedasticity-consistent standard errors - Wikipedia

    en.wikipedia.org/wiki/Heteroskedasticity...

    Consider the linear regression model for the scalar . y = x ⊤ β + ε , {\displaystyle y=\mathbf {x} ^{\top }{\boldsymbol {\beta }}+\varepsilon ,\,} where x {\displaystyle \mathbf {x} } is a k x 1 column vector of explanatory variables (features), β {\displaystyle {\boldsymbol {\beta }}} is a k × 1 column vector of parameters to be ...

  3. Robust regression - Wikipedia

    en.wikipedia.org/wiki/Robust_regression

    The two regression lines are those estimated by ordinary least squares (OLS) and by robust MM-estimation. The analysis was performed in R using software made available by Venables and Ripley (2002). The two regression lines appear to be very similar (and this is not unusual in a data set of this size).

  4. Linear regression - Wikipedia

    en.wikipedia.org/wiki/Linear_regression

    Bayesian linear regression applies the framework of Bayesian statistics to linear regression. (See also Bayesian multivariate linear regression .) In particular, the regression coefficients β are assumed to be random variables with a specified prior distribution .

  5. White test - Wikipedia

    en.wikipedia.org/wiki/White_test

    An alternative to the White test is the Breusch–Pagan test, where the Breusch-Pagan test is designed to detect only linear forms of heteroskedasticity. Under certain conditions and a modification of one of the tests, they can be found to be algebraically equivalent.

  6. 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.

  7. 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 ...

  8. List of statistical software - Wikipedia

    en.wikipedia.org/wiki/List_of_statistical_software

    statsmodelsPython package for statistics and econometrics (regression, plotting, hypothesis testing, generalized linear model (GLM), time series analysis, autoregressive–moving-average model (ARMA), vector autoregression (VAR), non-parametric statistics, ANOVA) Statistical Lab – R-based and focusing on educational purposes

  9. Simple linear regression - Wikipedia

    en.wikipedia.org/wiki/Simple_linear_regression

    Deming regression (total least squares) also finds a line that fits a set of two-dimensional sample points, but (unlike ordinary least squares, least absolute deviations, and median slope regression) it is not really an instance of simple linear regression, because it does not separate the coordinates into one dependent and one independent ...