Simple Linear Regression and the Correlation Coefficient

Cheng-Few Lee, John Lee, Jow-Ran Chang and Tzu Tai
Additional contact information
Cheng-Few Lee: Rutgers University, Department of Finance
John Lee: Center for PBBEF Research
Jow-Ran Chang: National Tsing Hua University, Department of Quantitative Finance
Tzu Tai: Mezocliq, LLC

Chapter Chapter 13 in Essentials of Excel, Excel VBA, SAS and Minitab for Statistical and Financial Analyses, 2016, pp 447-479 from Springer

Abstract: Abstract In the previous chapters, we have been primarily interested in analyzing single variables. In this chapter, we are interested in analyzing two variables and the relationship between them. The two techniques that we will look at are regression analysis and correlation analysis.

Keywords: Best linear unbiased estimator (BLUE); Coefficient of determination; Correlation analysis; Dependent variable; Independent variable; Intercept; Response variable; Simple regression analysis; Slope (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-38867-0_13

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DOI: 10.1007/978-3-319-38867-0_13

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