Framework
- R9 Correlation and regression
- R10 Multiple regression and issues in regression analysis
- R11 Time-series analysis
- R12 Excerpt from “Probabilistic Approaches: Scenario Analysis, Decision Trees, and Simulation”
R9: Learning Outcomes
- The candidate should be able to:
- a.calculate and interpret a sample covariance and a sample correlation coefficient and interpret a scatter plot;
- b.describe limitations to correlation analysis;
- c.formulate a test of the hypothesis that the population correlation coefficient equals zero and determine whether the hypothesis is rejected at a given level of significance;
- d.distinguish between the dependent and independent variables in a linear regression;
- e.describe the assumptions underlying linear regression and interpret regression coefficients;
- f.calculate and interpret the standard error of estimate, the coefficient of determination, and a confidence interval for a regression coefficient;
- g.formulate a null and alternative hypothesis about a population value of a regression coefficient and determine the appropriate test statistic and whether the null hypothesis is rejected at a given level of significance;
- h.calculate the predicted value for the dependent variable, given an estimated regression model and a value for the independent variable;
- i.calculate and interpret a confidence interval for the predicted value of the dependent variable;
- j.describe the use of analysis of variance (ANOVA) in regression analysis, interpret ANOVA results, and calculate and interpret the F-statistic;
- k.describe limitations of regression analysis.
(Institute 255) Institute, CFA. 2017 CFA Level II Volume 1 Ethical and Professional Standards, Quantitative Methods, and Economics. CFA Institute, 07/2016. VitalBook file. 所提供的引文是一个指南。请在使用之前查看每个引文以确保准确性。
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