Discover how linear regression works, from simple to multiple linear regression, with step-by-step examples, graphs and real-world applications.

First, multiple linear regression models are considered and the design matrices are allowed to be different. Second, the predictor variables are either unconstrained or constrained to finite intervals ...

We provide methods for estimating and testing multiple structural changes occurring at unknown dates in linear models using band spectral regressions. We consider changes over time within some ...