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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 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. Regression 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. 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. Simple linear regressionSimple linear regressionA regression analysis between only two variables, one dependent and the other explanatory. First pass regressionFirst pass regressionA time series regression to estimate the betas of securities portfolios. Further SuggestionsLinear regressionRegression coefficient Regression analysis Multiple regression Regression Regression toward the mean |
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