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

Fan and Yao (1998) proposed an efficient method to estimate the conditional variance of heteroskedastic regression models. Chen, Cheng, and Peng (2009) applied variance reduction techniques to the ...

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 ...

Because many common DIF detection methods ignore potential DIF variance, this paper proposes the use of random coefficient hierarchical logistic regression (RC-HLR) models to test for both uniform DIF ...

This family includes models for categorical data such as logistic, probit, and complementary log-log regression for binomial data and Poisson regression for count data, as well as continuous models ...

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

The residual sum of squares (RSS) is a statistical technique used to measure the variance in a data set that is not explained by the regression model.