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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 MatchesSecond pass regressionSecond pass regressionA 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 regressionSimple linear regressionA regression analysis between only two variables, one dependent and the other explanatory. Regression toward the meanRegression toward the meanThe tendency that a random variable will ultimately have a value closer to its mean value. Linear regressionLinear regressionA statistical technique for fitting a straight line to a set of data points. 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 SuggestionsMultiple regressionRegression equation Regression coefficient First pass regression |
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