Simple Regression Analysis Output Produces a Variety of Statistics

question 51

Multiple Choice

Simple regression analysis output produces a variety of statistics. Which of the following statistics provides information for variable costs?

• A) Adjusted R-square
• B) P-values for alpha and beta coefficients
• C) T-statistic and p-value for the beta coefficient
• D) T-statistics for alpha and beta coefficients

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Definitions:

Curvilinear Regression

A form of regression analysis in which the relationship between the independent variable and the dependent variable is modeled as an nth degree polynomial.

Specific Risk

A type of risk that affects a very small number of assets, such as a single stock or sector, also known as unsystematic or idiosyncratic risk.

Beta

In finance, it's a measure of the volatility, or systematic risk, of a security or a portfolio in comparison to the market as a whole. In statistics, it refers to the second type of error in a hypothesis test.

Regression Models

Statistical models used to estimate the relationship between a dependent variable and one or more independent variables.