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How to run R-style linear regressions in Python the easy way
If you have experience with R or want a quick way to generate a regression with statsmodels using a pandas DataFrame, you can ...
It is a pleasure to introduce the latest issue of The Journal of Computational Finance. The first two contributions focus on using novel neural network machinery to enhance classical financial ...
Analytical curves are normally obtained from discrete data by least squares regression. The least squares regression of data involving significant error in both x and ...
Creative Commons (CC): This is a Creative Commons license. Attribution (BY): Credit must be given to the creator. You are free to share(copy and redistribute) this ...
ABSTRACT: The existing body of research examining the interplay between finance and development predominantly concentrates on the banking sector and capital markets, often overlooking the significant ...
In the original published article, there were typographical errors in mathematical formulas (Equations 58, 59, 73, and 74). The equations were derived and implemented correctly in the computer program ...
The Durbin Watson statistic is a number that tests for autocorrelation in the residuals from a statistical regression analysis.
Abstract: This letter proposes a novel method to determine the constants of the autocatalytic model using the differential scanning calorimetry (DSC) data. The proposed method is based on the normal ...
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