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  2. Template:Least squares and regression analysis - Wikipedia

    en.wikipedia.org/wiki/Template:Least_squares_and...

    Main page; Contents; Current events; Random article; About Wikipedia; Contact us; Pages for logged out editors learn more

  3. Linear trend estimation - Wikipedia

    en.wikipedia.org/wiki/Linear_trend_estimation

    For example, detailed notes on the meaning of linear time trends in the regression model are given in Cameron (2005); [1] Granger, Engle, and many other econometricians have written on stationarity, unit root testing, co-integration, and related issues (a summary of some of the works in this area can be found in an information paper [2] by the ...

  4. Regression analysis - Wikipedia

    en.wikipedia.org/wiki/Regression_analysis

    First, regression analysis is widely used for prediction and forecasting, where its use has substantial overlap with the field of machine learning. Second, in some situations regression analysis can be used to infer causal relationships between the independent and dependent variables. Importantly, regressions by themselves only reveal ...

  5. Mean absolute percentage error - Wikipedia

    en.wikipedia.org/wiki/Mean_absolute_percentage_error

    It is a measure used to evaluate the performance of regression or forecasting models. It is a variant of MAPE in which the mean absolute percent errors is treated as a weighted arithmetic mean. Most commonly the absolute percent errors are weighted by the actuals (e.g. in case of sales forecasting, errors are weighted by sales volume). [3]

  6. Predictive analytics - Wikipedia

    en.wikipedia.org/wiki/Predictive_analytics

    The first is the STAR monthly balance approach, and the conditional expectations made and regression analysis used are both tied to one month being audited. The other method is the STAR annual balance approach, which happens on a larger scale by basing the conditional expectations and regression analysis on one year being audited.

  7. RATS (software) - Wikipedia

    en.wikipedia.org/wiki/RATS_(software)

    The following is a list of the major procedures in econometrics and time series analysis that can be implemented in RATS. All these methods can be used in order to forecast, as well as to conduct data analysis. In addition, RATS can handle cross-sectional and panel data: Linear regression, including stepwise.

  8. 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 ...

  9. Linear regression - Wikipedia

    en.wikipedia.org/wiki/Linear_regression

    Linear regression was the first type of regression analysis to be studied rigorously, and to be used extensively in practical applications. [4] This is because models which depend linearly on their unknown parameters are easier to fit than models which are non-linearly related to their parameters and because the statistical properties of the ...

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