Classical regression analysis uses partial coefficients to measure the influences of some variables (regressors) on …

Explained variance (R^2) is a familiar summary of the fit of a linear regression and has been generalized in various …), and there are variables measured on individuals and each grouping unit. The models are based on regression relationships … based on comparing variances in a single fitted model rather than comparing to a null model. In simple regression, our …

The least-absolute-deviations (LAD) estimator for a median- regression model does not satisfy the standard conditions … also hold for symmetrical t and c2 tests for censored median regression models …

Quantile regression has become widely used in empirical macroeconomics, in particular for estimating and forecasting … apply shrinkage in a classical or Bayesian framework. We focus on forecasting accuracy, using for evaluation both quantile …

Random forest regression (RF) is an extremely popular tool for the analysis of high-dimensional data. Nonetheless, its …