MyIDEAS: Log in (now much improved!) to save this book chapter

# Multiple Linear Regression

## Author Info

Listed author(s):
• Cheng F. Lee

(Rutgers University, USA)

• John C. Lee

(The Chase Manhattan Bank, USA)

• Alice C. Lee

(MicroStrategy, Inc., USA)

Registered author(s):

## Abstract

AbstractThe following sections are included:INTRODUCTIONTHE MODEL AND ITS ASSUMPTIONSThe Multiple Regression ModelThe Regression Plane for Two Explanatory VariablesAssumptions for the Multiple Regression ModelESTIMATING MULTIPLE REGRESSION PARAMETERSAnnual Salary, Years of Education, and Years of Work ExperienceTHE RESIDUAL STANDARD ERROR AND THE COEFFICIENT OF DETERMINATIONThe Residual Standard ErrorThe Coefficient of DeterminationTESTS ON SETS AND INDIVIDUAL REGRESSION COEFFICIENTSTest on Sets of Regression CoefficientsHypothesis Tests for Individual Regression CoefficientsCONFIDENCE INTERVAL FOR THE MEAN RESPONSE AND PREDICTION INTERVAL FOR THE INDIVIDUAL RESPONSEPoint Estimates of the Mean and the Individual ResponsesInterval Estimates of ForecastsBUSINESS AND ECONOMIC APPLICATIONSOverall Job-Worth of Performance for Certain Army JobsThe Relationship Between Individual Stock Rates of Return, Payout Ratio, and Market Rates of ReturnAnalyzing the Determination of Price per ShareMultiple Regression Approach to Evaluating Real Estate PropertyMultiple Regression Approach to Doing Cost AnalysisUSING COMPUTER PROGRAMS TO DO MULTIPLE REGRESSION ANALYSESSAS Program for Multiple Regression AnalysisMINITAB Program for Multiple Regression PredictionStepwise Regression AnalysisSummaryAppendix 15A Derivation of the Sampling Variance of the Least-Squares Slope EstimationsAppendix 15B Derivation of Equation 15.30Questions and Problems

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.worldscientific.com/doi/pdf/10.1142/9789812816214_0015
Download Restriction: Ebook Access is available upon purchase.

File URL: http://www.worldscientific.com/doi/abs/10.1142/9789812816214_0015
Download Restriction: Ebook Access is available upon purchase.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

## Bibliographic Info

as
in new window

 This chapter was published in: Cheng F Lee & John C Lee & Alice C Lee, 1999. "Statistics for Business and Financial Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 3803, November. This item is provided by World Scientific Publishing Co. Pte. Ltd. in its series World Scientific Book Chapters with number 9789812816214_0015. Handle: RePEc:wsi:wschap:9789812816214_0015 Contact details of provider: Web page: http://www.worldscientific.com/page/worldscibooks Order Information: Email:

## References

No references listed on IDEAS
You can help add them by filling out this form.

## Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

## Corrections

When requesting a correction, please mention this item's handle: RePEc:wsi:wschap:9789812816214_0015. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Tai Tone Lim)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.