HomeDefinitionsCompareDebt Second pass regressionThe financial definition for 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. Similar MatchesFirst pass regressionFirst pass regressionA time series regression to estimate the betas of securities portfolios. Linear 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. Further SuggestionsRegressionRegression analysis Regression coefficient Regression equation Regression toward the mean Simple linear regression Click to compare definitions of Second pass regression Click to view definitions beginning se |