Tag: regression
Concepts
Interview Questions
- What R-squared does and does not tell you
- Why both intervals widen as you leave the data
- Put numbers on the confidence-versus-prediction gap
- Confidence interval vs prediction interval
- A regression on a 0/1 dummy is just a difference of means
- Partialling out, what a multiple-regression coefficient means
- What an interaction term actually changes
- One data point that hijacks your regression
- Reading a log–log regression coefficient
- OLS assumptions, which one buys you what?
- Deriving the least-squares line by hand
- R² jumped to 0.6, but you added 30 regressors
- Two random walks with R² of 0.9 and no relationship
- R² as the split between market risk and stock-specific risk
- R², what it measures and how it misleads
- The hidden cost of forcing a regression through zero
- More leverage, higher Sharpe? A pooled-data trap
- Comparing apples to oranges with standardized betas
- The spurious regression trap
- Why divide by n − p in regression residual variance?