Residual and Regression Assumption Analysis

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 16 in Essentials of Excel, Excel VBA, SAS and Minitab for Statistical and Financial Analyses, 2016, pp 533-568 from Springer

Abstract: Abstract When we do regression analysis, there are six underlying assumptions:

Keywords: Multicollinearity; Coefficient of determination; Heteroscedasticity; Variance inflationary factor; Autocorrelation; Durbin–Watson statistic (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/978-3-319-38867-0_16

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