In this paper the problem of constructing a generalized error of forecast for a set of dependent variables in a multi variate regression model (which may be the set of reduced-form equations of an ...

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, ...

A general class of regression models for ordinal data is developed and discussed. These models utilize the ordinal nature of the data by describing various modes of stochastic ordering and this ...

Multivariate adaptive regression splines (MARS) have useful features to effectively reduce the number of terms in a model.