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 ...

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 ...

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