News

The generalized autoregressive conditional heteroscedasticity (GARCH) model is one approach to modeling time series with heteroscedastic errors. The GARCH regression model with autoregressive errors ...
Can you provide a step-by-step example of calculating a least squares regression line? To calculate a least squares regression line, follow these steps: Calculate the means of x and y.
As with heteroscedasticity, the estimated regression slopes and predicted values are robust, but their sampling distributions do not have the values computed under the independence assumption 4.
As the title “Practical Regression” suggests, these notes are a guide to performing regression in practice. This note begins by describing the problems that arise when variables are measured with ...
For example, adaptations of the unit Burr-XII distribution for quantile regression modelling have demonstrated enhanced flexibility in accommodating varying data dispersions and asymmetric shapes [2].
This example illustrates the use of the MODEL procedure for nonlinear ordinary least-squares (OLS) regression. The model is a logistic growth curve for the population of the United States. The data is ...