JSTOR Daily

Linear Regression with Non-Constant, Unknown Error Variances: Sampling Experiments with Least Squares, Weighted Least Squares and Maximum Likelihood Estimators

John A. Jacquez, Frances J. Mather and Charles R. Crawford The theory of simple linear regression is extended to the case of non-uniform error variances for the ...
JSTOR Daily

Preliminary-Test Estimation of the Error Variance in Linear Regression

We derive exact finite-sample expressions for the biases and risks of several common pretest estimators of the scale parameter in the linear regression model. These estimators are associated with ...
Investopedia

Error Term: Definition, Example, and How to Calculate With Formula

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Simon Fraser University

Lesson 10 Multiple Linear Regression

The purpose of this tutorial is to continue our exploration of regression by constructing linear models with two or more explanatory variables. This is an extension of Lesson 9. I will start with a ...
Investopedia

Linear vs. Multiple Regression: What's the Difference?

Andriy Blokhin has 5+ years of professional experience in public accounting, personal investing, and as a senior auditor with Ernst & Young. Thomas J Catalano is a CFP and Registered Investment ...