HomeDefinitionsCompareDebt First pass regressionThe financial definition for First pass regression:A time series regression to estimate the betas of securities portfolios. Similar MatchesLinear regressionLinear regressionA statistical technique for fitting a straight line to a set of data points. Multiple regressionMultiple regressionThe estimated relationship between a dependent variable and more than one explanatory variable. 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. Further SuggestionsRegression analysisRegression coefficient Regression equation Regression toward the mean Second pass regression Simple linear regression Click to compare definitions of First pass regression Click to view definitions beginning fi |