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Multiple Linear Regression

In: Financial Econometrics, Mathematics and Statistics

Author

Listed:
  • Cheng-Few Lee

    (Rutgers University, Department of Finance and Economics, Rutgers Business School)

  • Hong-Yi Chen

    (National Chengchi University, Department of Finance)

  • John Lee

    (Center for PBBEF Research)

Abstract

In this chapter, we first discuss the basic assumption of multiple regressionMultiple regression. We then specify the model of regression and show how this regression coefficient can be estimated. Appendix 1 derives the sampling variance of the least squares slope estimations, and Appendix 2 shows how multiple regressionMultiple regression can be used to investigate the cross-sectional relationship among price per share, dividend per share, and return earning per share.

Suggested Citation

  • Cheng-Few Lee & Hong-Yi Chen & John Lee, 2019. "Multiple Linear Regression," Springer Books, in: Financial Econometrics, Mathematics and Statistics, chapter 0, pages 19-53, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4939-9429-8_2
    DOI: 10.1007/978-1-4939-9429-8_2
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