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Regression equation |
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Regression equationAn equation that describes the average relationship between a dependent variable and a set of explanatory variables.Regression equation Similar MatchesRegression analysisRegression 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. Multiple regressionMultiple regressionThe estimated relationship between a dependent variable and more than one explanatory variable. Simple linear regressionSimple linear regressionA regression analysis between only two variables, one dependent and the other explanatory. Regression analysisRegression analysisA statistical technique that can be used to estimate relationships between variables. Second 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. Further SuggestionsRegression toward the meanRegression First pass regression Linear regression Regression analysis Regression coefficient |
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