Using Linear Regression Because much economic data has cycles, multiple trends and non-linearity, simple linear regression is often inappropriate for time-series work, according to Yale University.

Regression is a statistical method that allows us to look at the relationship between two variables, while holding other factors equal.

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the ...

Most previous work focused on the method of maximum likelihood estimation for linear regression using normal/independent distributions. This article considers Bayesian estimation of multivariate ...