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Results tagged with regression
Search options not deleted user 36977
Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.
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Noise has 0 mean
In regression settings, we want to approximate the response $y$ by a function $f$ of the input vector $x$ as good as possible by estimating $f$ from the data. … In linear regression, however, the restriction is much stronger. There one assumes (amongst other) that $E(\varepsilon \mid x) = 0$ (strict exogeneity). …
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How the term "R-squared" in VIF(variance inflation factor) is different from normal R-square...
It is calculated in the same way. Instead of the response variable $y$ of the original model with numeric regressors $x_1, \dots, x_p$, the response of the VIF-model is $x_i$ and the regressors all ot …