Regression equation

 

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Regression equation

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



Regression equation

Similar Matches

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.


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First pass regression
Linear regression
Regression analysis
Regression coefficient


 
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