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Introduction to Linear Regression (2021 Level II CFA® Exam – Reading 4)
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Level II CFA® Program Video Lessons offered by AnalystPrep
Readings 4 – Introduction to Linear Regression
0:00 Introduction and Learning Objective Outcomes
2:22 LOS: Distinguish between the dependent and independent variables in a linear regression;
6: 16 LOS: Explain the assumptions underlying linear regression and interpret regression coefficients;
13:51 LOS: Calculate and interpret the standard error of estimate, the coefficient of determination, and a confidence interval for a regression coefficient;
29:44 LOS: 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;
32:46 LOS: Calculate the predicted value for the dependent variable, given an estimated regression model and a value for the independent variable;
34:06 LOS: Calculate and interpret a confidence interval for the predicted value of the dependent variable;
36:31 LOS: Describe the use of analysis of variance (ANOVA) in regression analysis, interpret ANOVA results, and calculate and interpret the F-statistic;
47:31 LOS: Describe the limitations of regression analysis.
Readings 4 – Introduction to Linear Regression
0:00 Introduction and Learning Objective Outcomes
2:22 LOS: Distinguish between the dependent and independent variables in a linear regression;
6: 16 LOS: Explain the assumptions underlying linear regression and interpret regression coefficients;
13:51 LOS: Calculate and interpret the standard error of estimate, the coefficient of determination, and a confidence interval for a regression coefficient;
29:44 LOS: 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;
32:46 LOS: Calculate the predicted value for the dependent variable, given an estimated regression model and a value for the independent variable;
34:06 LOS: Calculate and interpret a confidence interval for the predicted value of the dependent variable;
36:31 LOS: Describe the use of analysis of variance (ANOVA) in regression analysis, interpret ANOVA results, and calculate and interpret the F-statistic;
47:31 LOS: Describe the limitations of regression analysis.
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