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First pass regression |
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First pass regressionA time series regression to estimate the betas of securities portfolios.First pass regression Similar MatchesSimple linear regressionSimple linear regressionA regression analysis between only two variables, one dependent and the other explanatory. Regression analysisRegression analysisThe statistical technique of finding a straight line that approximates the information in a group of data points. Used throughout empirical economics, including in both international trade and finance. RegressionRegressionA mathematical technique used to explain and/or predict. The general form is Y = a + bX + u, where Y is the variable that we are trying to predict; X is the variable that we are using to predict Y, a is the intercept; b is the slope, and u is the regression residual. The a and b are chosen in a way to minimize the squared sum of the residuals. The ability to fit or explain is measured by the R-square. Regression analysisRegression analysisAnalysis which examines the correlation between two or more variables in a mathematical model and attempts to prove whether or not the past relationships will be the same in the future. Regression analysis is used in the Black-Scholes option pricing model, portfolio theory and the capital asset pricing model. Regression equationRegression equationAn equation that describes the average relationship between a dependent variable and a set of explanatory variables. Further SuggestionsLinear regressionMultiple regression Regression toward the mean Regression analysis Second pass regression Regression coefficient |
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