query: Large standard errors in IV regression
positive_passages.docid: 152646
positive_passages.text: OLS versus IV regression results
negative_passages.docid: 119921
negative_passages.text: Valid alternative to Box Tidwell method for Linear Regression
negative_passages.docid: 953
negative_passages.text: Regression: Transforming Variables
negative_passages.docid: 97446
negative_passages.text: Polynomial contrasts for regression
negative_passages.docid: 141269
negative_passages.text: Linear regression not fitting well
negative_passages.docid: 12444
negative_passages.text: Multivariate linear regression vs. several univariate regression models
negative_passages.docid: 42773
negative_passages.text: How to minimize residual sum of squares of an exponential fit?
negative_passages.docid: 132450
negative_passages.text: What is wrong with the linear regression variance estimator when p+1>n?
negative_passages.docid: 120925
negative_passages.text: Linear regression with strongly non-normal response variable
negative_passages.docid: 10730
negative_passages.text: Proof that regression residual error is an unbiased estimate of error variance
negative_passages.docid: 85330
negative_passages.text: Why do we use residuals to test the assumptions on errors in regression?
negative_passages.docid: 20101
negative_passages.text: What are disadvantages of using the lasso for variable selection for regression?
negative_passages.docid: 149164
negative_passages.text: Apparent correlation between standardized residuals and predicted in regression
negative_passages.docid: 15444
negative_passages.text: Linear Regression with individual constraints in R
negative_passages.docid: 79306
negative_passages.text: Back-transformation of regression coefficients
negative_passages.docid: 142074
negative_passages.text: Solving linear regression with weights and constraints
negative_passages.docid: 33823
negative_passages.text: Forcing smoothness of regression coefficients