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  2. Multinomial logistic regression - Wikipedia

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

    The explanatory variables and outcome represent observed properties of the data points, and are often thought of as originating in the observations of N "experiments" — although an "experiment" may consist of nothing more than gathering data. The goal of multinomial logistic regression is to construct a model that explains the relationship ...

  3. 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.

  4. 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).

  5. 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.

  6. Ridge regression - Wikipedia

    en.wikipedia.org/wiki/Ridge_regression

    The data are also subject to errors, and the errors in are also assumed to be independent with zero mean and standard deviation . Under these assumptions the Tikhonov-regularized solution is the most probable solution given the data and the a priori distribution of x {\displaystyle x} , according to Bayes' theorem .

  7. Error correction model - Wikipedia

    en.wikipedia.org/wiki/Error_correction_model

    The first term in the RHS describes short-run impact of change in on , the second term explains long-run gravitation towards the equilibrium relationship between the variables, and the third term reflects random shocks that the system receives (e.g. shocks of consumer confidence that affect consumption). To see how the model works, consider two ...

  8. Stata - Wikipedia

    en.wikipedia.org/wiki/Stata

    Stata's proprietary output language is known as SMCL, which stands for Stata Markup and Control Language and is pronounced "smickle". [10] Stata's data format is always tabular in format. Stata refers to the columns of tabular data as variables.

  9. Instrumental variables estimation - Wikipedia

    en.wikipedia.org/wiki/Instrumental_variables...

    Since U is unobserved, the requirement that Z be independent of U cannot be inferred from data and must instead be determined from the model structure, i.e., the data-generating process. Causal graphs are a representation of this structure, and the graphical definition given above can be used to quickly determine whether a variable Z qualifies ...