Michael Cohen, Siddhartha R. Dalal, John W. Tukey, Robust, Smoothly Heterogeneous Variance Regression, Journal of the Royal Statistical Society. Series C (Applied ...

We propose a new bias-corrected spline-kernel estimator and a smooth simultaneous confidence band (SCB) as a global inference tool for the conditional variance function in a nonparametric regression ...

All regression statistics can be seriously distorted by a single incorrect data value. A decimal point in the wrong place can completely change the parameter estimates, R2, and other statistics.

Principal Components Regression Like the SIMPLS method, principal components regression (PCR) defines all the scores in terms of the original (centered and scaled) predictors X. However, unlike both ...

In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...

The residual sum of squares (RSS) is a statistical technique used to measure the variance in a data set that is not explained by the regression model.