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This paper shows that the degree of approximate multicollinearity in a linear regression model increases simply by including independent variables, even if these are not highly linearly related. In the current situation where it is…

Methodology · Statistics 2025-03-07 Román Salmerón Gómez , Catalina García García

Multicollinearity is relevant to many different fields where linear regression models are applied, and its existence may affect the analysis of ordinary least squares (OLS) estimators from both the numerical and statistical points of views.…

Methodology · Statistics 2020-05-06 Román Salmerón , Catalina García , José García

We formulate a forward inflation index model with multi-factor volatility structure featuring a parametric form that allows calibration to correlations between indices of different tenors observed in the market. Assuming the nominal…

Mathematical Finance · Quantitative Finance 2024-05-09 Orcan Ogetbil , Bernhard Hientzsch

We introduce some new indexes to measure the departure of any multivariate continuous distribution on non-negative orthant from a given reference one such the uncorrelated exponential model, similar to the relative Fisher dispersion indexes…

Statistics Theory · Mathematics 2019-06-25 Célestin C. Kokonendji , Aboubacar Y. Touré , Amadou Sawadogo

Multifield models of inflation with nonminimal couplings are in excellent agreement with the recent results from {\it Planck}. Across a broad range of couplings and initial conditions, such models evolve along an effectively single-field…

Cosmology and Nongalactic Astrophysics · Physics 2014-01-08 David I. Kaiser , Evangelos I. Sfakianakis

Multicollinearity produces an inflation in the variance of the Ordinary Least Squares estimators due to the correlation between two or more independent variables (including the constant term). A widely applied solution is to estimate with…

Methodology · Statistics 2021-04-30 Román Salmerón Gómez , Catalina García García , José García Pérez

Determining the lack of association between an outcome variable and a number of different explanatory variables is frequently necessary in order to disregard a proposed model. This paper proposes a non-inferiority test for the coefficient…

Methodology · Statistics 2020-02-24 Harlan Campbell

Understanding the help and support that is exchanged between family members of different generations is of increasing importance, with research questions in sociology and social policy focusing on both predictors of the levels of help given…

Methodology · Statistics 2025-02-19 Jouni Kuha , Siliang Zhang , Fiona Steele

The problem of causal inference is to determine if a given probability distribution on observed variables is compatible with some causal structure. The difficult case is when the causal structure includes latent variables. We here introduce…

Quantum Physics · Physics 2019-07-24 Elie Wolfe , Robert W. Spekkens , Tobias Fritz

This paper analyzes the possibilities of using the generalized ridge regression to mitigate multicollinearity in a multiple linear regression model. For this purpose, we obtain the expressions for the estimated variance, the coefficient of…

Picking out DBI scalar field as inflation, the slow-rolling inflationary scenario is studied by attributing an exponential time function to scale factor; known as intermediate inflation. The perturbation parameters of the model are…

General Relativity and Quantum Cosmology · Physics 2017-08-15 N. Nazavari , A. Mohammadi , Z. Ossoulian , Kh. Saaidi

We consider small-field models which invoke the usual framework for the effective field theory, and large-field models which go beyond that. Present and future possibilities for discriminating between the models are assessed, on the…

Astrophysics · Physics 2015-06-24 Laila Alabidi , David Lyth

The relationship between inflation and predictors such as unemployment is potentially nonlinear with a strength that varies over time, and prediction errors error may be subject to large, asymmetric shocks. Inspired by these concerns, we…

Econometrics · Economics 2022-03-01 Todd E. Clark , Florian Huber , Gary Koop , Massimiliano Marcellino

In a multiple linear regression model, the algebraic formula of the decomposition theorem explains the relationship between the univariate regression coefficient and partial regression coefficient using geometry. It was found that…

Methodology · Statistics 2021-05-04 Xingguo Wu

The presence of multiple fields during inflation might seed a detectable amount of non-Gaussianity in the curvature perturbations, which in turn becomes observable in present data sets like the cosmic microwave background (CMB) or the large…

Cosmology and Nongalactic Astrophysics · Physics 2015-08-27 Sebastian Dorn , Erandy Ramirez , Kerstin E. Kunze , Stefan Hofmann , Torsten A. Enßlin

We develop a non-linear framework for describing long-wavelength perturbations in multiple-field inflation. The basic variables describing inhomogeneities are defined in a non-perturbative manner, are invariant under changes of time slicing…

Astrophysics · Physics 2009-11-11 G. I. Rigopoulos , E. P. S. Shellard , B. J. W. van Tent

Consider a situation with two treatments, the first of which is randomized but the second is not, and the multifactor version of this. Interest is in treatment effects, defined using standard factorial notation. We define estimators for the…

Centering is a commonly used technique in linear regression analysis. With centered data on both the responses and covariates, the ordinary least squares estimator of the slope parameter can be calculated from a model without the intercept.…

Methodology · Statistics 2022-10-04 HaiYing Wang

We study inflation in models with many interacting fields subject to randomly generated scalar potentials. We use methods from non-equilibrium random matrix theory to construct the potentials and an adaption of the 'transport method' to…

Cosmology and Nongalactic Astrophysics · Physics 2018-02-07 Mafalda Dias , Jonathan Frazer , M. C. David Marsh

We investigate the observational signatures of many-field inflation and present analytic expressions for the spectral index as a function of the prior. For a given prior we employ the central limit theorem and the horizon crossing…

Cosmology and Nongalactic Astrophysics · Physics 2020-04-29 Perseas Christodoulidis , Diederik Roest , Robert Rosati
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