How to Do Regression Analysis Accounting. Regression analysis is a method of determining the relationship between two sets of variables when one set is dependent on the other. In business ...

Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains ...

Before we learn how to perform multivariate regression in Excel, it is important to have a refresher on regression as a whole and multivariate regression in particular.

Regression to the mean is an important, yet commonly misunderstood, statistical law. Understanding regression to the mean is an essential mental model for successful investing.

The correlation coefficient is a number between 1 and -1. A number close to 1 means two factors are positively correlated—they rise or fall together and at the same magnitude.

The asymptotic distribution of the reduced rank regression is the asymptotic distribution of the least squares estimator with some restrictions; hence the covariance of the reduced rank regression is ...