A closely related method is Pearson’s correlation coefficient, which also uses a regression line through the data points on a scatter plot to summarize the strength of an association between two ...

Ordinary regression analysis is based on several statistical assumptions. One key assumption is that the errors are independent of each other. However, with time series data, the ordinary regression ...

9.1 Linear Regression 9.1.1 Review of the basics The lm function in R constructs—as its name implies—a linear model from data. Recall that a linear model is of the form Y = β0+β1X1+...+βnXn Y = β 0 + ...

We consider the joint sparse estimation of the regression coefficients and the covariance matrix for covariates in a high-dimensional regression model. Here, the predictors are both relevant to a ...