This paper proposes robust regression to solve the problem of outliers in seemingly unrelated regression (SUR) models. The authors present an adaptation of S-estimators to SUR models. S-estimators are ...

A Bayesian method for outlier-robust estimation of multinomial choice models is presented. The method can be used for both correlated as well as uncorrelated choice alternatives and guarantees ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of Nadaraya-Watson kernel regression using the C# language. NW kernel regression is simple to implement and is ...

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 ...