Multiple regression


 

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Multiple regression

The estimated relationship between a dependent variable and more than one explanatory variable.



Multiple regression

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Regression equation

Regression equation

An equation that describes the average relationship between a dependent variable and a set of explanatory variables.


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A statistical technique that can be used to estimate relationships between variables.


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Second pass regression

Second pass regression

A cross-sectional regression of portfolio returns on betas. The estimated slope is the measurement of the reward for bearing systematic risk during the period analyzed.


Simple linear regression

Simple linear regression

A regression analysis between only two variables, one dependent and the other explanatory.


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