In a multivariate regression model, the errors in different equations may be correlated ... Seemingly unrelated regression (SUR), also called joint generalized least squares (JGLS) or Zellner ...

A regression model establishes whether there is a relationship ... analysis that use the sum of squares: The linear least squares method The nonlinear least squares method The least squares ...

We will also study the properties of least squares, and describe some goodness of fit metrics ... In this module, we will learn how to diagnose issues with the fit of a linear regression model. In ...