The adjusted r-squared is helpful for multiple regression and corrects for erroneous regression, giving you a more accurate ...

The article considers the efficiency of ordinary least squares (OLS) coefficient estimates relative to generalized least squares (GLS) in a linear regression model where the disturbances follow a ...

In this paper the quadratic risk of a homogeneous linear estimator and the ordinary least squares estimator is compared in subsets of the parameter space and conditions for strong (matrix risk) and ...

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 ...