Logistic regression is a powerful statistical method that is used to model the probability that a set of explanatory (independent or predictor) variables predict data in an outcome (dependent or ...

This paper studies a model widely used in the weak instruments literature and establishes admissibility of the weighted average power likelihood ratio tests recently derived by Andrews, Moreira, and ...

This paper considers tests in an instrumental variable (IVs) regression model with IVs that may be weak. Tests that have near-optimal asymptotic power properties with Gaussian errors for weak and ...

This is the third in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

The application of Cox proportional hazards (CoxPH) models to survival data and the derivation of hazard ratio (HR) are well established. Although nonlinear, tree-based machine learning (ML) models ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician ...