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Other Topics in Applied Regression Analysis

Cheng-Few Lee, John C. Lee and Alice C. Lee
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Cheng-Few Lee: Rutgers University Business School, Department of Finance and Economics
John C. Lee: Center for PBBEF Research

Chapter Chapter 16 in Statistics for Business and Financial Economics, 2013, pp 793-873 from Springer

Abstract: Abstract In Chaps. 13, 14, and 15, we discussed in some detail the technique of regression analysis and its applications. The main objectives in fitting a regression equation are (1) to estimate the regression coefficients and related parameters and (2) to predict the value of the dependent variable in terms of that of the independent variable (or variables). Several alternative specifications are possible in this kind of applied regression analysis, and a number of problems may occur.

Keywords: Retained Earnings (RE); DW Statistic; Alternative Business Strategies; Standard Market Model; January Effect (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-5897-5_16

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DOI: 10.1007/978-1-4614-5897-5_16

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