Simple linear regression


 

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Simple linear regression

A regression analysis between only two variables, one dependent and the other explanatory.



Simple linear regression

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Multiple regression

Multiple regression

The estimated relationship between a dependent variable and more than one explanatory variable.


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Term yielded by regression analysis that indicates the sensitivity of the dependent variable to a particular independent variable. See: Parameter.


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A statistical technique for fitting a straight line to a set of data points.


First pass regression

First pass regression

A time series regression to estimate the betas of securities portfolios.


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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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