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Multiple Linear Regression

In: Statistics for Business and Financial Economics

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):

    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

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    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
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