Linear regression analyzes two separate variables in order to define a single relationship. In chart analysis, this refers to the variables of price and time.

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The group lasso is an extension of the lasso to do variable selection on (predefined) groups of variables in linear regression models. The estimates have the attractive property of being invariant ...

Suppose that the independent variables in a linear regression are subject to error. This paper is concerned with the bias introduced into the least squares estimators by these errors, first when they ...

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Variance inflation factor is used in statistics to measure the multicollinearity in a set of multiple predictors.

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