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Regression analysis |
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Regression 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.Regression 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 analysisA statistical technique that can be used to estimate relationships between variables.Regression analysis Similar MatchesLinear regressionLinear regressionA statistical technique for fitting a straight line to a set of data points. Regression equationRegression equationAn equation that describes the average relationship between a dependent variable and a set of explanatory variables. Simple linear regressionSimple linear regressionA regression analysis between only two variables, one dependent and the other explanatory. Multiple regressionMultiple regressionThe estimated relationship between a dependent variable and more than one explanatory variable. 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. Further SuggestionsSecond pass regressionRegression coefficient Regression toward the mean First pass regression |
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