regression coefficient

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Regression coefficient

Term yielded by regression analysis that indicates the sensitivity of the dependent variable to a particular independent variable. See: Parameter.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.

Regression Coefficient

A mathematical measure of the effect that an independent variable has on a dependent variable. It may be used on any number of financial measures. For example, one may calculate the effect that earnings have on the share price.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved

regression coefficient

A mathematical measure of the relationship between a dependent variable and an independent variable. For example, a financial theorist might attempt to determine the effect of increased dividends on a stock's price by calculating the regression coefficient between the price of the stock and its dividends per share. In this instance, the stock price is the dependent variable and the dividend payment is the independent variable.
Wall Street Words: An A to Z Guide to Investment Terms for Today's Investor by David L. Scott. Copyright © 2003 by Houghton Mifflin Company. Published by Houghton Mifflin Company. All rights reserved. All rights reserved.
References in periodicals archive ?
In Panel B, almost all of the regression coefficients for F4 and F12 are positive and significant, as expected.
In response to Hypothesis III, the regression coefficient is used to test whether the China's OFDI amount will increase as the amount of coal supply of an African recipient country increases.
First, regression coefficients of GPA are positive and statistically significant (a<0.01) for both online and offline samples.
Generally, we define differential moderation of mothering and fathering to be a condition in which adding a moderating variable to an existing model with mothering, fathering, and youth outcome variables significantly alters the regression coefficient of the youth outcome on the mothering and/or fathering variables such that at least one subgroup can be identified in which the observed mother versus father pattern differs from the general mother versus father pattern observed prior to the inclusion of the moderating variable.
The calculation of the regression coefficients [A.sub.i] and design variables together with their significance [[alpha].sub.i], as against the limiting value of the significance level [[alpha].sub.lim], form a basis for the elimination of insignificant variables by the a posteriori method.
Using the data presented in Table 1 and the regression equation (8) presented above, the values of regression coefficients were determined.
On a gross basis, the regression coefficient for the variable change in book value of net assets indicates that gross assets other than the MSR asset are trading for a multiple of their recorded value.
In conclusion, these two regression coefficients are different in their magnitude (table 5).
Standardized regression coefficients [beta] were reviewed to assess the relative importance of the 8 independent variables in predicting affective commitment.
To determine a patient's health risks, the "Know Your Number" program uses Synthesis Analysis, a statistical procedure that combines regression coefficients for a common outcome or disease that have been extracted from independent research studies.
where the [beta] terms are regression coefficients, [alpha] is a constant and all other terms are defined as above (Anselin 1988; Can and Megbolugbe 1997; Haider and Miller 1999; LeSage 2001).