Learn how to build a multivariate linear regression model step by step—no libraries, just pure C++ logic!

A multivariate linear regression model with q responses as a linear function of p independent variables is considered with a p × q parameter matrix B. The least-squares or normal-theory maximum ...

Simultaneous procedures for variable selection in multiple linear regression have recently been given by Aitkin. One of these procedures, proposed for the case when the regression equation is to be ...

This paper considers the problem of jointly decomposing a set of time series variables into cyclical and trend components, subject to sets of stochastic linear restrictions among these cyclical and ...