regression line
any line that goes through the means (or averages) of the set of observations for an independent variable and its dependent variables; mathematically, there is a line of "best fit, ...
Regression
A statistical technique used to establish the relationship of a dependent variable (fund or portfolio) and an independent variable (index).
Regression equation
An equation that describes the average relationship between a dependent variable and a set of explanatory variables. ...
regression analysis
A statistical tool that uses the least squares method to estimate the fixed and variable components of mixed costs.
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Regression
Technique of fitting a simple equation to real data points.
"Regression to the Mean" , "Return to the Average" or "Return to the Trend" ...
regression analysis
statistical technique used to establish the relationship of a dependent variable, such as the sales of a company, and one or more independent variables, such as family formations, Gross Domestic Product , per capita income, ...
Regression equation
Definition 1.
n equation that describes the average relationship between a dependent variable and a set of explanatory variables.
Regression line
Definition: A regression line is a line drawn through the points on a scatterplot to summarise the relationship between the variables being studied.
Linear Regression
In statistics, linear regression is a technique for estimating the value of dependent variable from a set of one or more independent variables.
Linear Regression
The relation between variables when the regression equation is linear, e.g., y = ax + b
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Linear regression
Definition: [crh] A statistical technique for fitting a straight line to a set of data points.
Regression Analysis
A statistical technique used in modern stock portfolio analysis to compare returns on a particular stock or particular portfolio of stocks with the returns for a larger group of stocks or an index of stocks.
Regression analysis - a statistical process for fitting a line through a set of data points. It gives the intercept and slope(s) of the "best fitting" line.
Regression analysis
Number-crunching to discover the relationship between different economic variables. The findings of this statistical technique should always be taken with a pinch of salt.
Regression Analysis
A statistical technique for measuring/quantifying the type of causal relationship among variables; one of which is the Dependent Variable (DV) while the others are the Independent Variables (IVs).
regression analysis A statistical method for finding the relationship between two or more variables. Also called least squares or linear regression.
Regression Analysis A statistical technique for fitting best line through data.
Regular Dividend Dividend that is expected to be maintained at regular time intervals.
Regression analysis - A statistical procedure for estimating the average relationship between the dependent variable (sales, for example) and one or more independent variables (price and advertising, for example).
regression
The reduction of cancer, usually as the result of therapy; it is shown by decreased size of the tumor or tumors.
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LINEAR REGRESSION " a statistical tool used for forecasting future price. The concept behind linear regression is to find the best estimate of the trend given a noisy sample of data points.
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Linear regression
A statistical technique for fitting a straight line to a set of data points.
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Regression usually run over 36-60 months of data: Return-Treasury bill= alpha + beta (S&P 500 - Treasury bill) + error. The alpha is the intercept. Note that the benchmark does not necessarily have to be the S&P 500.
Regression analysis A statistical technique that can be used to estimate relationships between variables.
Regulatory pricing risk Risk that arises when regulators restrict the rates that insurance companies can charge.
Regression analysis
Errors and residuals Â- Regression model validation Â- Mixed effects models Â- Simultaneous equations models
Linear regression ...
Regression line
A regression line is a line fitted to an array of plotted points. The slope of the line, denoted by the letter b in the linear equation Y = a + bX, represents the average variable cost per unit of activity.
Regression
Usually linear regression is used to explain and/or predict.
Regression Basics For Business Analysis
The Linear Regression Of Time and Price
CFA Level 1 - Security Market Line and Beta Basics
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A regression analysis between only two variables, one dependent and the other explanatory.
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RATS
Regression Analysis of Time Series (software)
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Linear regression
Simple linear regression Â- Ordinary least squares Â- General linear model Â- Bayesian regression
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First-pass regression
A time series regression to estimate the betas of securities portfolios.
First preferred stock
A type of preferred stock that has priority over other preferred issues and common stock when claiming dividends and assets.
Multiple regression
The estimated relationship between a dependent variable and more than one explanatory variable.
Multiples
Another name for price/earnings ratios.
discrete regression models: Econometrics models in which the dependent variables assumes discrete values.
Source: Maddala, p. 13
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Statistical regression analysis then provides numerical estimates of the value placed by each respondent on each of these attributes.
Regression analysis
The 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.
Principle of Regression
The belief that a larger and more expensive dwelling will lose value if it is located near smaller low-priced dwellings.
simple linear regression - A linear correlation that offers a straight-line projection based on the variables considered.
Kappa - Used in regression analysis, Kappa represents the ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.
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.
Regression A mathematical technique used to explain and/or predict.
Characteristic line The market model applied to a single security; a regression of security returns on the benchmark return. The slope of the regression line is a security's beta.
a regression of security returns or the benchmark return. The slope of the line is a security's beta.
R squared (R2) Square of the correlation coefficient proportion of the variability explained by the linear regression model.
beta : a creation of academic captal asset pricing theory; an artifact of statistical linear univariate regression analysis which suffers from three fallacies: first, there is a single, linear, general, ...
Another approach to test the RER mean reversion hypothesis is provided by the Augmented Dickey-Fuller (ADF) test for a unit root, which is generally based on a regression:
(9) ...
If one ignores all three of these issues-that is to say, if one estimates cross-sectional regressions on a wide range of disparate countries and makes no allowance for the possibility of reverse causality-a few variables seem to have a significant ...
In calculating the revenue per share growth rate, we calculate the slope of the regression line of historical revenue per share. We then divide the slope of the regression line by the arithmetic average of historical revenue per share figures.
time-series analysis using multiple regression, Box-Jenkins analysis, seasonality analysis. Analysis may be univariate (forecasting from one series) or multivariate (forecasting from several series).
It is the slope of the regression line, known as the CHARACTERISTIC LINE, which shows the relationship of an ASSET with the market. For measuring market returns, a proxy such as a broad-based index is used.
Beta is calculated using regression analysis, and you can think of beta as the tendency of a security's returns to respond to swings in the market. A beta of 1 indicates that the security's price will move with the market.
You then need to either calculate the slope of the linear regression of securities prices against market prices.
DEPENDENT VARIABLE - Term used in regression analysis to represent the element or condition that is dep...
DEPLETION - the process of cost allocation that assigns the original cost of a natural resource to the ...
We repeat the regression for all the pairs of methods used to evaluate the performance of ETFs. The measure of consistency is the beta of the model. Positive beta estimates indicate consistency among
By Gerasimos G. Rompotis ...
Alpha and beta coefficients are calculated using a procedure known as "regression analysis, ...
A measure of the goodness of fit of the relationship between a dependent and independent variable in a regression analysis-for instance, the percentage of the variation in the return of an asset explained by the market portfolio return.
One thing that investors need to estimate is the growth curve that the firm is experiencing. Anyone can run a regression report and estimate the past growth of a firm, be it as measured in employees, revenues or earnings.
The method of least squares is probably best known for its use in statistical regression, but it is used in many contexts unrelated to statistics. The method encompasses many techniques.
Regression analysis or the method of least squares is ideally suited to cost behavior analysis. This method appears to be imposingly complex, but it is not nearly so complex as it seems. Start by considering the objective of this calculation.
 See also: Banks, Values, Expense, Saving, Regression analysis
  
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