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Second pass regression |
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Second 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.Second pass regression Similar MatchesRegression toward the meanRegression toward the meanThe tendency that a random variable will ultimately have a value closer to its mean value. Simple linear regressionSimple linear regressionA regression analysis between only two variables, one dependent and the other explanatory. Regression coefficientRegression coefficientTerm yielded by regression analysis that indicates the sensitivity of the dependent variable to a particular independent variable. See: Parameter. Linear regressionLinear regressionA statistical technique for fitting a straight line to a set of data points. First pass regressionFirst pass regressionA time series regression to estimate the betas of securities portfolios. Further SuggestionsRegression analysisRegression Regression equation regression analysis Regression analysis Multiple regression |
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