Correlation vs Regression: Both correlation and regression are two powerful tools of statistics and data analysis used to understand the relationships between variables. However, they serve distinct ...

A quantitative study is made of the bias in the usual estimate of the linear correlation coefficient and of the relative efficiency of the estimated regression, when a certain type of selective ...

The efficiency gain of seemingly unrelated regression (SUR) relative to OLS is a decreasing function of correlation of variables across equations. This article examines the efficiency gain for an ...

Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains optimal ...

Almost every day you can find in media commentary that XYZ is causing stocks to fall (or rise). Such definitive statements are common—but what’s almost always missing is statistical proof. And if you ...

Linear regression is a powerful and long-established statistical tool that is commonly used across applied sciences, economics and many other fields. Linear regression considers the relationship ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...