Principles of Finance · 免费预览
线性回归与最佳拟合直线
线性回归通过最小化纵向距离的平方，在散点图中拟合出一条直线，得到斜率和截距，用以根据自变量预测因变量；这一拟合所依赖的假设一旦被违背，其可信度就会受到限制。
1. The regression line
The regression line
2. Least squares, the fitting principle
Least squares, the fitting principle
3. A worked miniature
A worked miniature
4. The assumptions and their audit
The assumptions and their audit
5. The regression's purpose
What does a linear regression of y on x produce?
6. The least squares rule
According to the least squares principle, which line is chosen as the best fit?
7. The slope's formula
In a regression, the slope equals the correlation multiplied by what ratio?
8. Reading the advertising slope
A regression of sales on advertising returns a slope of 4.5. What does that number mean in practice?
9. The residual's role
What does a residual represent in a regression?
10. The extrapolation warning
Why is predicting sales at double the highest observed advertising level dangerous?
11. The fitting principle's name
What two-word term names the rule that chooses the line minimizing squared residuals? Answer in lowercase.
12. The dependent variable's axis
In the regression line y equals a plus bx, which variable is being predicted? Answer with one letter.
13. The slope-correlation link
The slope equals the correlation times the ratio of which two standard deviations, numerator first? Answer with two letters separated by a space.
14. The report card plot
What two-word term names the diagnostic plot of residuals against fitted values used to audit regression assumptions? Answer in lowercase.