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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 MatchesLinear regressionLinear regressionA statistical technique for fitting a straight line to a set of data points. Regression coefficientRegression coefficientTerm yielded by regression analysis that indicates the sensitivity of the dependent variable to a particular independent variable. See: Parameter. 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. First pass regressionFirst pass regressionA time series regression to estimate the betas of securities portfolios. Regression analysisRegression 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. Further SuggestionsRegressionregression analysis Simple linear regression Regression toward the mean Multiple regression Regression analysis |
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