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Logistic regression is preferrable over a simpler statistical test such as chi-squared test or Fisher’s exact test as it can incorporate more than one explanatory variable and deals with possible ...
A test for the arbitrage pricing theory which employs a multivariate linear regression model is developed. Given a sample of return premiums for a set of N assets which includes a subset of k linearly ...
Jing Zhang, Zhensheng Huang, Lixing Zhu, SCALED PARTIAL ENVELOPE MODEL IN MULTIVARIATE LINEAR REGRESSION, Statistica Sinica, Vol. 33, No. 2 (2023), pp. 663-683 ...
Of the 535 trials enrolling 454,824 patients, 69% (n = 368) used a multivariable PEP analysis. Trials with multivariable PEP analyses were more likely to demonstrate PEP superiority (57% [209 of 368] ...