Students should have completed an undergraduate level course in econometrics and statistical theory. Linear algebra and multivariate calculus will be used frequently. The first part [Inference, ...

Disturbances in the classical linear regression model that do not have constant variances are said to be heteroscedastic. A vector of standardized residuals is defined whose distribution depends only ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...

Troy Segal is an editor and writer. She has 20+ years of experience covering personal finance, wealth management, and business news. Catherine Falls Commercial/Getty Images Linear regression is a type ...