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Regression toward the mean |
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Regression toward the meanThe tendency that a random variable will ultimately have a value closer to its mean value.Regression toward the mean 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. RegressionRegressionA mathematical technique used to explain and/or predict. The general form is Y = a + bX + u, where Y is the variable that we are trying to predict; X is the variable that we are using to predict Y, a is the intercept; b is the slope, and u is the regression residual. The a and b are chosen in a way to minimize the squared sum of the residuals. The ability to fit or explain is measured by the R-square. First pass regressionFirst pass regressionA time series regression to estimate the betas of securities portfolios. Multiple regressionMultiple regressionThe estimated relationship between a dependent variable and more than one explanatory variable. Regression coefficientRegression coefficientTerm yielded by regression analysis that indicates the sensitivity of the dependent variable to a particular independent variable. See: Parameter. Further Suggestionsregression analysisSimple linear regression Linear regression Second pass regression Regression equation Regression analysis |
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