We propose a generalized method of moments approach to the accelerated failure time model with correlated survival data. We study the semiparametric rank estimator using martingale-based moments. We ...
We consider generalized linear regression with many highly correlated regressors-for instance, digitized points of a curve on a spatial or temporal domain. We refer to this setting as signal ...
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 ...
It can be highly beneficial for companies to develop a forecast of the future values of some important metrics, such as demand for its product or variables that describe the economic climate. There ...
If you have experience with R or want a quick way to generate a regression with statsmodels using a pandas DataFrame, you can ...
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 ...