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.
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Riza Rith

Can we use this video for Linear regression which just ( added ) introduced into Level
1 2022 instead?

rizarith
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These videos are amazing. Thank you for posting them. One question I have about confidence intervals. I noticed that the equation is beta +-STD X t-value. Why are we not dividing the STD by N because we are using a sample?

samhammad
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i notice this topic is also in level one reading in the first book

jannee
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Hi, I am a user of Analyst Prep and studying for FRM. I've noticed that there are many questions not answered or updated. What would be the fastest way to get replies from your end?

mikerohasu
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I have watched a few of these videos and it sounds like it is the first time you are seeing these slides. It is very passive and sounds like you are just a very smart fellow student and not an instructor that created the content.
Also, a key in each slide explaining the symbols in plain english is necessary . Good video overall though.

patrickwelch