When Gaussian errors are inappropriate in a multivariate linear regression setting, it is often assumed that the errors are iid from a distribution that is a scale mixture of multivariate normals.

Want to understand how multivariate linear regression really works under the hood? In this video, we build it from scratch in C++—no machine learning libraries, just raw code and linear algebra. Ideal ...

The purpose of this tutorial is to continue our exploration of multivariate statistics by conducting a simple (one explanatory variable) linear regression analysis. We will continue to use the ...

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 ...

The purpose of this tutorial is to continue our exploration of multivariate statistics by conducting a simple (one explanatory variable) linear regression analysis. We will continue to use the ...