Despite the availability of more sophisticated methods, a popular way to estimate a Pareto exponent is still to run an OLS regression: log (Rank) = a - b log (Size), and take b as an estimate of the ...

One of the simplest prediction methods is linear regression, in which we attempt to find a 'best line' through the data points.

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

The estimation is carried out in two steps, the first step being an ordinary least squares regression. The least squares residuals are used to estimate the covariance matrix and the second step is the ...

Nonlinear regression is a form of regression analysis in which data is fit to a model and then expressed as a mathematical function. Simple linear regression relates two variables (X and Y) with a ...