partial least squares related issues & queries in StatsXchanger

Can I average out a constant (intercept) in OLS regression?

regression least-squares intercept
Updated December 12, 2018 11:19 AM

I'd like to do regression using canonical correlation analysis

machine-learning partial-least-squares canonical-correlation reduced-rank-regression
Updated December 11, 2018 08:19 AM

Ridge least squares in python. statsmodels vs sklearn vs closed form

python least-squares scikit-learn statsmodels
Updated December 11, 2018 07:19 AM

Using a bi- variate Vector Auto-regressive model on 2 assets

regression variance least-squares var
Updated December 10, 2018 23:19 PM

How can I interprent statsmodel's OLS output

statistical-significance multiple-regression least-squares statsmodels
Updated December 10, 2018 09:19 AM

Least squares estimate for linear model with unknown measurement

estimation least-squares linear-model linear estimators
Updated December 09, 2018 18:19 PM

Partial Correlation VS. Correlation Threshold in brain network graph

correlation references partial-correlation
Updated December 09, 2018 15:19 PM

Meaning of partial correlation

correlation partial-correlation conditioning
Updated December 09, 2018 15:19 PM

Intuition behind the names 'partial' and 'marginal' correlations

correlation terminology marginal partial-correlation
Updated December 09, 2018 12:19 PM

Dealing with auto correlation using Generalized Least Squares

r regression least-squares autocorrelation autoregressive
Updated December 09, 2018 01:19 AM

Is it possible to add the standard errors of 2 groups together to obtain the standard error of the 2 groups combined

least-squares econometrics standard-error difference-in-difference
Updated December 08, 2018 20:19 PM

OLS Population Orthogonality Condition Proof

least-squares econometrics
Updated December 08, 2018 20:19 PM

Ordinary least squares does not optimize error

regression least-squares
Updated December 08, 2018 18:19 PM

The feasible generalised least squares residuals

generalized-linear-model residuals generalized-least-squares
Updated December 08, 2018 12:19 PM

Feasible generalised least squares residuals

standard-error generalized-least-squares
Updated December 07, 2018 23:19 PM

Baseline adjustment in a change model given bidirectional causation

regression least-squares
Updated December 07, 2018 18:19 PM

Uncorrelated errors in a reduced form VAR

least-squares var
Updated December 07, 2018 06:19 AM

Controlling for a variable in OLS - Stratification and Reaggregation. Simple Example

regression least-squares regression-coefficients controlling-for-a-variable
Updated December 07, 2018 01:19 AM

Does it make sense to subtract two partial correlations?

r correlation partial-correlation
Updated December 06, 2018 23:19 PM

Solving correlation between explanatory variables using instrumental variables

multiple-regression least-squares linear-model instrumental-variables
Updated December 06, 2018 11:19 AM

error when using plsda model to predict on new data

predictive-models partial-least-squares
Updated December 06, 2018 07:19 AM

Transforming panel data OLS into cross-sectional data model

least-squares linear-model panel-data multicollinearity assumptions
Updated December 05, 2018 11:19 AM

R square for fixed model is worse than OLS in panel model

r least-squares panel-data fixed-effects-model plm
Updated December 04, 2018 20:19 PM

Analysis of model and data relationship in PLSR

multivariate-analysis partial-least-squares
Updated December 04, 2018 15:19 PM

Feature Selection with Branch & Bound in Python

regression python least-squares
Updated December 03, 2018 23:19 PM

Why is regression line represented as $y = b0 + b1 * x$?

regression linear sums-of-squares
Updated December 02, 2018 18:19 PM

Autocorrelation and Lag

autocorrelation partial-correlation
Updated December 02, 2018 08:19 AM

Why does gls model without random effects yield superior fit to mixed effects model?

mixed-model lme4-nlme generalized-least-squares
Updated December 02, 2018 04:19 AM

why fit `ARMA` model to residuals when doing residual analysis?

time-series autocorrelation residuals autoregressive partial-correlation
Updated December 02, 2018 00:19 AM

Proof of variance of ridge estimate with only one predictor!

mathematical-statistics variance least-squares ridge-regression
Updated December 01, 2018 23:19 PM

Time Series OLS

time-series least-squares econometrics
Updated December 01, 2018 17:19 PM

Pooled OLS to achieve a consistent estimate

regression least-squares panel-data
Updated November 30, 2018 16:19 PM

Selecting between OLS and ARIMA for time series, why AIC or BIC for ARIMA is much larger in my data?

arima least-squares
Updated November 30, 2018 00:19 AM

Why to use ARMA model as a time series is either over-differenced or under-differenced?

time-series arima autocorrelation partial-correlation
Updated November 29, 2018 15:19 PM

Time Series ARIMA gives similar result for different parameters

time-series arima autocorrelation partial-correlation
Updated November 29, 2018 11:19 AM

A question about sample partial correlation coefficient and multiple correlation coefficient

self-study multivariate-analysis partial-correlation
Updated November 28, 2018 23:19 PM

A problem about Partial Correlation Coefficient

self-study correlation multivariate-analysis partial-correlation
Updated November 28, 2018 20:19 PM

Better to Minimize Absolute Error or Sum of Squared Error?

error sums-of-squares minimum-variance
Updated November 28, 2018 19:19 PM

Random effects model vs pooled OLS

least-squares random-effects-model
Updated November 27, 2018 09:19 AM

Regression: How to check for independence of errors?

regression least-squares
Updated November 26, 2018 20:19 PM

Geometric interpretation of the OLS minimum

regression optimization least-squares
Updated November 26, 2018 19:19 PM

Why use OLS when it is assumed there is heteroscedasticity?

least-squares heteroscedasticity generalized-least-squares blue
Updated November 26, 2018 16:19 PM

Autocorrelation with Replicates

regression least-squares autocorrelation
Updated November 26, 2018 16:19 PM

Independence of Residuals: Multiple Measures for each Point in Time

regression least-squares autocorrelation
Updated November 26, 2018 02:19 AM

VAR/VEC model selection

time-series least-squares var vecm
Updated November 25, 2018 11:19 AM

Why error sum of squares has n-2 df (possibly not duplicate, please read on)? (Regression Question Series - Part 4)

regression chi-squared error degrees-of-freedom sums-of-squares
Updated November 23, 2018 13:19 PM

Ex-post forecasting using linear regression

time-series multiple-regression least-squares
Updated November 22, 2018 18:19 PM

R: Restrict OLS Coefficients

r least-squares
Updated November 22, 2018 10:19 AM

Mediation effect - violated assumptions regarding normally distributed errors and homoscedasticiry

least-squares assumptions mediation
Updated November 22, 2018 08:19 AM

Estimating Fourier parameters using least squar emethod

bayesian least-squares signal-processing fourier-transform
Updated November 21, 2018 20:19 PM

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