Regression analysis


 

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Regression analysis

The 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 analysis

Analysis 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 analysis

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



Regression analysis

Similar Matches

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.


Regression toward the mean

Regression toward the mean

The tendency that a random variable will ultimately have a value closer to its mean value.


Linear regression

Linear regression

A statistical technique for fitting a straight line to a set of data points.


Regression

Regression

A 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 Suggestions

Multiple regression
Regression equation
Regression coefficient
First pass regression


 
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