Multiple regression equations designed to explain or predict should be validated. This tutorial shows how recalculation of the coefficient of determination on hold-out sample data or new sample data ...

We look at the problem of predicting several response variables from the same set of explanatory variables. The question is how to take advantage of correlations between the response variables to ...

Linear Regression in Finance The goal of a linear regression model is to estimate the magnitude of a relationship between variables and whether or not it is statistically significant. Say we wanted to ...

Martinez-Jerez, Francisco de Asis, and Ariel Andres Blumenkranc. "Using Regression Analysis to Estimate Time Equations." Harvard Business School Background Note 111-001, September 2010. (Revised ...

After the model has been fit, predicted and residual values are usually calculated and output. The predicted values are calculated from the estimated regression equation; the residuals are calculated ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...