Techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables.

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Recommendations for Example Cross Sectional Dataset [duplicate]

I'm interested in learning more about cross-sectional regressions and was wondering if anyone could recommend a dataset to use. Ideally, something with a well known solution I can compare results to ...
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Trading Strategies and Portfolio Constructions based on Cross Sectional Regression? [closed]

I often see trading strategies and portfolio construction that are based on cross-sectional regression. For example, I often see regressing some numbers against some factors. I was wondering how ...
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How to calculate the weight of the stocks using the linear regression?

I do a simple example with the follow three series(stocks prices): ...