This is a preview. Log in through your library . Abstract Consider the heteroscedastic nonparametric regression model with random design Yi = f(Xi) + V1/2(Xi)εi, i = 1,2,...,n, with f(·) and V(·) α- ...

The adjusted r-squared is helpful for multiple regression and corrects for erroneous regression, giving you a more accurate ...

Abstract: Assumptions play a pivotal role in the selection and efficacy of statistical models, as unmet assumptions can lead to flawed conclusions and impact decision-making. In both traditional ...

Model fit can be assessed using the difference between the model's predictions and new data (prediction error—our focus this month) or between the estimated and ...

In this paper we study the problem of testing the functional form of a given regression model. A consistent test is proposed which is based on the difference of the least squares variance estimator in ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Cierra Murry is an expert in banking, credit ...

In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...

This article develops five regression models to estimate pipeline construction component costs for different types of pipelines in different regions. Researchers have long used historical pipeline ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...