The following pages link to Regression Analysis by Example (Q5484955):
Displaying 47 items.
- Asymptotic normality of DHD estimators in a partially linear model (Q345349) (← links)
- Poisson loglinear modeling with linear constraints on the expected cell frequencies (Q356493) (← links)
- Subset selection in multiple linear regression models: a hybrid of genetic and simulated annealing algorithms (Q482456) (← links)
- Testing covariates in high-dimensional regression (Q743995) (← links)
- Cluster validation for mixtures of regressions via the total sum of squares decomposition (Q779062) (← links)
- Testing predictor significance with ultra high dimensional multivariate responses (Q1623800) (← links)
- Simultaneous dimension reduction and variable selection in modeling high dimensional data (Q1654282) (← links)
- A new measure for detecting influential DMUs in DEA (Q1722865) (← links)
- Managing capacity at a service facility: an experimental approach (Q1751796) (← links)
- An improvement of the Hotelling \(T^2\) statistic in monitoring multivariate quality characteristics (Q1954877) (← links)
- A new uncertain linear regression model based on equation deformation (Q2100419) (← links)
- Estimation and influence diagnostics for the multivariate linear regression models with skew scale mixtures of normal distributions (Q2135595) (← links)
- Divergence instability of pipes conveying fluid with uncertain flow velocity (Q2148662) (← links)
- Product sales forecasting using macroeconomic indicators and online reviews: a method combining prospect theory and sentiment analysis (Q2153558) (← links)
- A VIF-based optimization model to alleviate collinearity problems in multiple linear regression (Q2259805) (← links)
- A study over the formulation of the parameters 5 or less independent variables of multiple linear regression (Q2422248) (← links)
- Combined regression models (Q2430222) (← links)
- A Diagnostic Measure for Influential Observations in Linear Regression (Q3006254) (← links)
- A Novel Collinearity-Influential Observation Diagnostic Measure Based on a Group Deletion Approach (Q3168354) (← links)
- Deletion residuals in the detection of heterogeneity of variances in linear regression (Q3183895) (← links)
- The performance of diagnostic-robust generalized potentials for the identification of multiple high leverage points in linear regression (Q3184464) (← links)
- An alternative method correcting BDR type of heteroskedasticity by the weighting re-estimated absolute residuals (Q4605234) (← links)
- Selection of the Ridge Parameter Using Mathematical Programming (Q4929174) (← links)
- On mitigating collinearity through mixtures (Q4960619) (← links)
- Designs enhancing Fisher information (Q5031685) (← links)
- Nonparametric Subset Scanning for Detection of Heteroscedasticity (Q5057091) (← links)
- Solving linear regression without skewness of the residuals’ distribution (Q5082715) (← links)
- Number of predictors and multicollinearity: What are their effects on error and bias in regression? (Q5086132) (← links)
- Identification of multiple influential observations in logistic regression (Q5123641) (← links)
- Geometric median and its application in the identification of multiple outliers (Q5128628) (← links)
- Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable (Q5130186) (← links)
- An outlier-resistant test for heteroscedasticity in linear models (Q5130277) (← links)
- Robust first-order rotatable lifetime improvement experimental designs (Q5130304) (← links)
- Identification and classification of multiple outliers, high leverage points and influential observations in linear regression (Q5138010) (← links)
- A new multicollinearity diagnostic for generalized linear models (Q5138141) (← links)
- A new test to detect monotonic and non-monotonic types of heteroscedasticity (Q5138537) (← links)
- (Q5179143) (← links)
- Performance of Kibria, Khalaf, and Shurkur's methods when the eigenvalues are skewed (Q5267899) (← links)
- A Combined Nonlinear Programming Model and Kibria Method for Choosing Ridge Parameter Regression (Q5418880) (← links)
- A Generalized Diagonal Ridge-type Estimator in Linear Regression (Q5419355) (← links)
- RCEV heteroscedasticity test based on the studentized residuals (Q5866065) (← links)
- A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population (Q5876942) (← links)
- A study over the general formula of regression sum of squares in multiple linear regression (Q6088456) (← links)
- Robust correlation scaled principal component regression (Q6157770) (← links)
- Diagnostics for partially linear measurement error models (Q6588659) (← links)
- Fuzzy multiple linear least squares regression analysis (Q6588919) (← links)
- Insurance risk assessment in the face of climate change: integrating data science and statistics (Q6600372) (← links)
