In this paper, we introduce a new identification and estimation strategy for partially linear regression models with a general form of unknown heteroscedasticity, that is, Y = X'β₀ + m(Z) + U and U = ...

Linear regression remains a cornerstone of statistical analysis, offering a framework for modelling relationships between a dependent variable and one or more independent predictors. Over the past ...

Economists develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “Economic Models,” p. 8). For ...

This is a preview. Log in through your library . Abstract This paper develops a general approach to robust, regression-based specification tests for (possibly) dynamic econometric models. A useful ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...

Dr. James McCaffrey presents a complete end-to-end demonstration of linear regression using JavaScript. Linear regression is the simplest machine learning technique to predict a single numeric value, ...