TAILIEUCHUNG - Lecture Quantitative investment analysis: Chapter 9 – CFA Institute

Chapter 9 presents multiple regression and issues in regression analysis. This chapter includes contents: Multiple regression, multiple regression assumptions, multiple regression predicted values, multiple regression: anova, indicator variables,. Inviting you refer. | Multiple regression and issues in regression analysis At the outset of this lecture, point out that the results contained in the tables were determined using a statistical package within Excel, while the presentation shows various variables/estimates rounded off to four decimal places for the sake of clarity. In several places, this will lead to the full 32-bit precision result differing slightly from the value you will get if you replicate the indicated formula calculations. 1 Multiple regression With multiple regression, we can analyze the association between more than one independent variable and our dependent variable. Returning to our analysis of the determinants of loan rates, we also believe that the number of lines of credit the client currently employs is related to the loan rate charged. Accordingly, we model a multiple linear regression of the relationship: General form Specific form where DTI is the debt-to-income ratio and Open lines is the number of existing lines of

• Quản trị kinh doanh
• Quantitative Investment Analysis
• Investment process
• Quantitative methods
• Cash flow
• Multiple regression
• Regression analysis
• Time series analysis
• Trend analysis
• Mean variance analysis
• Efficient portfolios
• Interest rates
• Annuity due values
• Discounted cash flow applications
• Net present value
• Statistical concepts
• Market returns
• Candom variable
• Probability concepts
• Probability distributions
• Random variable
• Simple random sampling
• Point estimate
• Hypothesis testing
• Test statistic
• Sample covariance
• Correlation coefficient
• Quantitative investment analysis workbook
• The time value of money
• Portfolio concepts
• Industrial park
• Investor satisfaction
• Foreign direct investment
• Exploratory factor analysis
• Quantitative model
• Trichothecene Groups
• Other Applications
• GC MS Analysis
• Secondary Metabolites
• Qualitative and Quantitative
• Determinations
• Collateral Constraints
• Debt Management
• Investment Incentives
• Programming Marketing
• Earnings Management
• Tax System