An explicit procedure is given to obtain the exact maximum likelihood estimates of the parameters in a regression model with ARMA time series errors with possibly nonconsecutive data. The method is ...

Linear regression remains a cornerstone of statistical analysis, offering a framework for modelling relationships between a dependent variable and one or more independent predictors. Over the past ...

It is well known that the maximum likelihood fit of the logistic regression parameters can be greatly affected by atypical observations. Several robust alternatives have been proposed. However, if we ...

This article develops five regression models to estimate pipeline construction component costs for different types of pipelines in different regions. Researchers have long used historical pipeline ...

The slope and intercepts we compute in a regression model are statistics calculated from the sample data. They are point estimates of corresponding parameters; namely, the slope and intercept in the ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Suzanne is a content marketer, writer, and ...