This is a preview. Log in through your library . Abstract This paper assumes a linear regression model where the disturbance term is decomposed into two independent components each following ...

This is a preview. Log in through your library . Abstract A test for the arbitrage pricing theory which employs a multivariate linear regression model is developed. Given a sample of return premiums ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...

Linear models, generalized linear models, and nonlinear models are examples of parametric regression models because we know the function that describes the relationship between the response and ...