JMP® Means Business: Statistical Models for Management

Chapter 15. Simple Regression Extensions

• 15.1 Simple Correlation 408

  • 15.1.1 Introduction 408

  • 15.1.2 Example: Correlation of Financial Indices 409

  • 15.1.3 Data Patterns and Correlation Coefficients 415

• 15.2 Regression and Stock Market Returns 417

  • 15.2.1 Introduction 417

  • 15.2.2 Capital Asset Pricing Model (CAPM) 421

• 15.3 Curvilinear Regression 426

  • 15.3.1 Introduction 426

  • 15.3.2 Quadratic Regression with Fit Polynomial 426

  • 15.3.3 Fitting Curves with Fit Special 430

  • 15.3.4 Detail Example: Price Elasticity of Demand 433

• 15.4 Summary 438

• 15.5 Problems 439

  • 15.5.1 Correlation 439

  • 15.5.2 Stock Market Returns 441

  • 15.5.3 Curvilinear Regression 442

• 15.6 Case Studies 444

  • 15.6.1 Case Study 1: Comparing Correlation between Individual Stocks and an Index 444

  • 15.6.2 Case Study 2: ...