Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...

The main purpose of this paper is to clarify relations and distinctions between several approaches suggested in the statistical literature for analysing structures in correlation matrices, i.e. of ...

If you have experience with R or want a quick way to generate a regression with statsmodels using a pandas DataFrame, you can use R-style formulas. First, you need to import statsmodels and its ...

Abstract. We design a numerical scheme for solving the Multi-step Forward Dynamic Programming (MDP) equation arising from the time-discretization of backward stochastic differential equations. The ...

The purpose of this tutorial is to continue our exploration of regression by constructing linear models with two or more explanatory variables. This is an extension of Lesson 9. I will start with a ...