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Chapter 15. Simple Regression Extensions

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: Comparing the Risk of Two Market Sectors 444

15.6.3 Case Study 3: Experience Curve 445

15.6.4 Case Study 4: Engel's Law 446


  

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