Multiple regression equations designed to explain or predict should be validated. This tutorial shows how recalculation of the coefficient of determination on hold-out sample data or new sample data ...
Troy Segal is an editor and writer. She has 20+ years of experience covering personal finance, wealth management, and business news. Catherine Falls Commercial/Getty Images Linear regression is a type ...
A new criterion is proposed for the evaluation of variable selection procedures in multiple regression. This criterion, which we call the risk inflation, is based on an adjustment to the risk.