Learn what heteroscedasticity means, its types, and how it affects financial models. Understand the intricacies of volatility ...

The Cox regression model with a shared frailty factor allows for unobserved heterogeneity or for statistical dependence between the observed survival times. Estimation in this model when the frailties ...

The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 43, No. 3 (September/septembre 2015), pp. 358-377 (20 pages) Diagnostics for heteroscedasticity in linear regression ...

This paper provides an overview of common assumptions and details methods for assumption verification, including residual analysis, normality tests, and variance inflation factors.

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 ...

During the making of an AI model, Performance metrics like accuracy, precision, recall, F1-score, ROC curves are used to ...

Before building my model, I want to step back to offer an easy-to-understand definition of linear regression and why it’s vital to analyzing data. What is linear regression?