Let $X_{1},X_{2},\ldots ,X_{n}$ be independent random variables. Given the moments $EX_{j}^{s}$ (s = 1, 2,...,m), (j = 1, 2,...,n), the joint distribution function of ...
It is of great practical interest to simultaneously identify the important predictors that correspond to both the fixed and random effects components in a linear mixed-effects (LME) model. Typical ...
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 ...