The adjusted r-squared is helpful for multiple regression and corrects for erroneous regression, giving you a more accurate ...

This is a preview. Log in through your library . Abstract In this note the method of MINQUE is outlined to estimate the variances and covariances in a linear regression model and is used to estimate ...

We introduce a new sparse sliced inverse regression estimator called Cholesky matrix penalization, and its adaptive version, for achieving sparsity when estimating the dimensions of a central subspace ...