Regression equationAn equation that describes the average relationship between a dependent variable and a set of explanatory variables.
Linear regressionLinear regression
A statistical technique for fitting a straight line to a set of data points.
Regression coefficientRegression coefficient
Term yielded by regression analysis that indicates the sensitivity of the dependent variable to a particular independent variable. See: Parameter.
Second pass regressionSecond 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.
First pass regressionFirst pass regression
A time series regression to estimate the betas of securities portfolios.
Regression analysisRegression 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.
Simple linear regression
Regression toward the mean