In this paper, we propose a functional linear regression model in the space of probability density functions. We treat a cross-sectional distribution of individual earnings as an infinite dimensional ...

Discover how linear regression works, from simple to multiple linear regression, with step-by-step examples, graphs and real-world applications.

Sampling distributions. Parameter estimation. Interval estimation. Hypothesis testing. Maximum-likelihood estimation. Likelihood-ratio test. Sufficiency and minimal sufficiency. Rao-Blackwell theorem.

In this article, we characterize the propriety of the posterior distribution of the regression coefficients for some general classes of regression models, including the class of generalized linear ...