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Fitting a Line to Returns

Simple and multiple regression, beta, the R squared and the residuals, and robust standard errors when the residuals are correlated.

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How this module runs

  1. 01 · IntroductionWhat it is and why it matters
  2. 02 · Key PointsThe most important points
  3. 03 · The Math + PythonFormula, step by step, code
  4. 04 · Real WorldWhere it is used, best practice, common mistakes
  5. 05 · QuestionsExercises and interview
  6. Mini projectOne small program
Mini projectA beta report for six series with plain and robust errorsOne small program on the topic, to run and to extend step by step.

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Back to the course outlineSee the free e-book