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Linear Regression

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Linear regression
A statistical technique for fitting a straight line to a set of data points.

Linear Regression
A statistical technique in which one takes a set of data points and plots them on a line. Linear regression is used to determine trends in economic data. For example, one may take different figures of GDP growth over time and plot them on a line in order to determine whether the general trend is upward or downward.


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A solid background in linear regression (particularly multivariable linear regression) is assumed and experience with basic differential calculus, integral calculus, probability theory, and matrix calculus will aid in understanding the material.
The text is intended as a supplement for graduate-level courses in regression, linear regression, intermediate/advanced statistics, and regression and correlation.
EDGEWORTH EXPANSION FOR LINEAR REGRESSION PROCESSES WITH LONG-MEMORY ERRORS.
 
 
 
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