First, multiple linear regression models are considered and the design matrices are allowed to be different. Second, the predictor variables are either unconstrained or constrained to finite intervals ...

Note that I have excluded “AirEntrain” at this point because it is categorical. As we have seen in Excel, SAS Enterprise Guide, and R, including categorical variables in a linear regression requires ...

The estimation is carried out in two steps, the first step being an ordinary least squares regression. The least squares residuals are used to estimate the covariance matrix and the second step is the ...