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  2. Beta (finance) - Wikipedia

    en.wikipedia.org/wiki/Beta_(finance)

    Beta (finance) Expected change in price of a stock relative to the whole market. In finance, the beta (β or market beta or beta coefficient) is a statistic that measures the expected increase or decrease of an individual stock price in proportion to movements of the stock market as a whole. Beta can be used to indicate the contribution of an ...

  3. Simple linear regression - Wikipedia

    en.wikipedia.org/wiki/Simple_linear_regression

    v. t. e. In statistics, simple linear regression (SLR) is a linear regression model with a single explanatory variable. [1][2][3][4][5] That is, it concerns two-dimensional sample points with one independent variable and one dependent variable (conventionally, the x and y coordinates in a Cartesian coordinate system) and finds a linear function ...

  4. Standardized coefficient - Wikipedia

    en.wikipedia.org/wiki/Standardized_coefficient

    In statistics, standardized (regression) coefficients, also called beta coefficients or beta weights, are the estimates resulting from a regression analysis where the underlying data have been standardized so that the variances of dependent and independent variables are equal to 1. [1] Therefore, standardized coefficients are unitless and refer ...

  5. Alpha vs. beta in investing: What’s the difference? - AOL

    www.aol.com/finance/alpha-vs-beta-investing...

    Beta, or the beta coefficient, measures volatility relative to the market and can be used as a risk measure. By definition, the market always has a beta of 1, so betas above 1 are considered more ...

  6. Beta regression - Wikipedia

    en.wikipedia.org/wiki/Beta_regression

    Beta regression. Beta regression is a form of regression which is used when the response variable, , takes values within and can be assumed to follow a beta distribution. [1] It is generalisable to variables which takes values in the arbitrary open interval through transformations. [1] Beta regression was developed in the early 2000s by two ...

  7. Ordinary least squares - Wikipedia

    en.wikipedia.org/wiki/Ordinary_least_squares

    t. e. Okun's law in macroeconomics states that in an economy the GDP growth should depend linearly on the changes in the unemployment rate. Here the ordinary least squares method is used to construct the regression line describing this law. In statistics, ordinary least squares (OLS) is a type of linear least squares method for choosing the ...

  8. Linear regression - Wikipedia

    en.wikipedia.org/wiki/Linear_regression

    e. In statistics, linear regression is a model that estimates the linear relationship between a scalar response (dependent variable) and one or more explanatory variables (regressor or independent variable). A model with exactly one explanatory variable is a simple linear regression; a model with two or more explanatory variables is a multiple ...

  9. Logistic regression - Wikipedia

    en.wikipedia.org/wiki/Logistic_regression

    In regression analysis, logistic regression[1] (or logit regression) estimates the parameters of a logistic model (the coefficients in the linear or non linear combinations). In binary logistic regression there is a single binary dependent variable, coded by an indicator variable, where the two values are labeled "0" and "1", while the ...