Business Applications of Multiple Regression, Second Edition

Index

Adjusted r², 56, 89–92

Analysis of variance (ANOVA), 83–86

Autocorrelation, 94, 158–166

    first-order, 158–159

    second-order, 159

    treating, 162–165

 

Confidence interval, 57

    for average fitted value, 61–62

    for predicted value, 62

Correlation

    autocorrelation, 94, 158–166

    examples, 25–27

    lagged, 158–159

    matrix, 24

    negative, 16

    positive, 16

    strong, 1

    weak, 1, 2

    zero, 16

Correlation coefficient

    calculation of

        by hand, 16–18

        using Excel, 18–24

        using SPSS, 19–20, 24–25

    defined, 15

    hypothesis testing, 28–40

    test statistics, 29

Cross-sectional data, 159

 

Data cleaning, 76–78

Data sets, 5–14

Dependent variable, 3, 135–146

Dummy variable

    as dependent ...