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Session 5B: Data Relationships - More Applications in Finance and Investing
Description
In this session, I continue looking at regressions, starting with the process of building a multiple regression (picking and shedding independent variables). I look at how sample size can constrain the number of independent variables and how access to data has increased the propensity for data mining. In the final sections, I first look at how to deal with non-linear relationships, by transforming the data, and how dummy variables can be used to capture differences in subsets of your data.
Slides: http://www.stern.nyu.edu/~adamodar/pdfiles/Statistics101/Slides/Session5B.pdf
Post class test: http://www.stern.nyu.edu/~adamodar/pdfiles/Statistics101/postclass/session5Btest.pdf
Post class test solution: http://www.stern.nyu.edu/~adamodar/pdfiles/Statistics101/postclass/session5Bsoln.pdf
Webpage for statistics class: http://people.stern.nyu.edu/adamodar/New_Home_Page/webcaststatistics.htm
YouTube Playlist for this class: https://www.youtube.com/playlist?list=PLUkh9m2BorqmXcRzWFbzcjMd7fYErVexF
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