Code Generalities

The term estimation is used interchangeably with fitting to signify the determination of model parameters for a given data set.

Abbreviations Used

Abbrev

Definition

alt

alternative

bkpt

break point

boot

bootstrap

dep

dependent variable (aka regressand, explained variable, response)

dist

distribution

indep

independent variable (aka regressor, explanatory variable, predictor)

lhs

left-hand-side

ls

least squares

mle

maximum likelihood estimate

ols

ordinary least squares

param

parameter

rhs

right-hand-side

rss

residual sum of squares

segreg

segmented regression

stddev

standard deviation