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Residualized relative importance analysis : a technique for the comprehensive decomposition of variance in higher order regression models

LeBreton, James M.; Tonidandel, Scott; Krasikova, Dina V. - In: Organizational research methods : ORM 16 (2013) 3, pp. 449-473

Persistent link: https://www.econbiz.de/10009761158

Bayesian assessment of predictors' contributions to variation in the predictive performance of a logistic regression model

Lu, Yonggang - In: Journal of business analytics 2 (2019) 2, pp. 134-146

Persistent link: https://www.econbiz.de/10012170273

Univariate versus multivariate modeling of panel data : model specification and goodness-of-fit testing

Bou, Juan Carlos; Satorra, Albert - In: Organizational research methods : ORM 21 (2018) 1, pp. 150-196

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Estimating and testing structural changes in multivariate regressions

Qu, Zhongjun; Perron, Pierre - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 2, pp. 459-502

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Nonlinear multiple regression methods : a survey and extensions

Cogger, Kenneth O. - In: Intelligent systems in accounting finance and … 17 (2010) 1, pp. 19-39

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Collinearity, power, and interpretation of multiple regression analysis

Mason, Charlotte H.; Perreault, William D. - 2007

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Sample size requirements for multiple regression interval estimation

Bonett, Douglas G.; Wright, Thomas A. - In: Journal of organizational behavior : OB ; the internat. … 32 (2011) 6, pp. 822-830

Persistent link: https://www.econbiz.de/10009267545

Multivariate regression analysis for the item count technique

Imai, Kosuke - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 407-416

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An empirical study on the finanical health of the main steel producing segment in India : application of factor analysis and multiple regression analysis

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Matrix Box-Cox models for multivariate realized volatility

Weigand, Roland - 2014

We propose exible models for multivariate realized volatility dynamics which involve generalizations of the Box-Cox transform to the matrix case. The matrix Box-Cox model of realized covariances (MBC-RCov) is based on transformations of the covariance matrix eigenvalues, while for the Box-Cox...

Persistent link: https://www.econbiz.de/10010344500