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Regression |
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RegressionA 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.Regression Similar MatchesRegression coefficientRegression coefficientTerm yielded by regression analysis that indicates the sensitivity of the dependent variable to a particular independent variable. See: Parameter. 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. Regression toward the meanRegression toward the meanThe tendency that a random variable will ultimately have a value closer to its mean value. First pass regressionFirst pass regressionA time series regression to estimate the betas of securities portfolios. Regression equationRegression equationAn equation that describes the average relationship between a dependent variable and a set of explanatory variables. Further SuggestionsRegression analysisLinear regression Second pass regression Simple linear regression regression analysis Multiple regression |
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