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Multiple Complex Linear Regression

  • Sergey Svetunkov,
  • Ivan Svetunkov

摘要

This chapter expands the discussion from Chap. 3 to Multiple Complex Linear Regression (cLR), focusing on the relationships among multiple complex variables. It lays out the model formulation, estimation process, and inference methods, emphasizing the complexities and challenges unique to handling multiple complex variables. The chapter aims to provide a comprehensive framework for understanding and applying multiple cLR in practical scenarios, including how to address uncertainty and incorporate dummy variables effectively.