Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...

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, ...

Many response variables are handled poorly by regression models when the errors are assumed to be normally distributed. For example, modeling the state damaged/not damaged of cells after treated with ...

The generalized least squares estimator (GLSE) and the feasible generalized least squares estimator (FGLSE) are, separately, extended to the generalized and the ...