Home
Site Map
Search
Contributors

# Regression equation

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

Regression equation

# Regression analysis

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.

# Multiple regression

Multiple regression

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

# Simple linear regression

Simple linear regression

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

# Regression analysis

Regression analysis

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

# 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.

# Further Suggestions

Regression toward the mean
Regression
First pass regression
Linear regression
Regression analysis
Regression coefficient