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Residual and Regression Assumption Analysis

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Essentials of Excel, Excel VBA, SAS and Minitab for Statistical and Financial Analyses

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Abstract

When we do regression analysis, there are six underlying assumptions:

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Notes

  1. 1.

    http://support.sas.com/documentation/cdl/en/procstat/63104/HTML/default/viewer.htm#procstat_univariate_sect018.htm

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Author information

Authors and Affiliations

  1. Department of Finance, Rutgers University, Piscataway Township, NJ, USA

    Cheng-Few Lee

  2. Center for PBBEF Research, Morris Plains, NJ, USA

    John Lee

  3. Department of Quantitative Finance, National Tsing Hua University, Hsinchu, Taiwan

    Jow-Ran Chang

  4. Mezocliq, LLC, New York, NY, USA

    Tzu Tai

Authors
  1. Cheng-Few Lee
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  2. John Lee
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  3. Jow-Ran Chang
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  4. Tzu Tai
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Appendix 16.1: Excel Code—Regression Test

Appendix 16.1: Excel Code—Regression Test

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Lee, CF., Lee, J., Chang, JR., Tai, T. (2016). Residual and Regression Assumption Analysis. In: Essentials of Excel, Excel VBA, SAS and Minitab for Statistical and Financial Analyses. Springer, Cham. https://doi.org/10.1007/978-3-319-38867-0_16

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