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Linear regression

The financial definition for Linear regression:

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




Similar Matches

First pass regression

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


Multiple regression

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


Regression

Regression
A 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 Suggestions

Regression analysis
Regression coefficient
Regression equation
Regression toward the mean
Second pass regression
Simple linear regression


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Linear regression
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