Level 1 CFA Introduction to Linear Regression

In this video, Prof. Gordon teaches concepts covered in the CFA Level 1 curriculum reading, Introduction to Linear Regression.

If you would like a copy of the handouts so you can follow the lesson, just email: [email protected] with "Handouts" in the subject line.

After watching this video, the CFA Level 1 Candidates will have an understanding of the following learning outcomes:

Describing simple linear regression models.

Roles of the dependent and independent variables.

Estimating regression coefficients.

Interpreting regression coefficients.

Explaining the assumptions underlying simple linear regression models.

Explaining residuals.

Calculating the coefficient of determination.

Calculating the F statistic.

Interpreting the results of analysis of variance (ANOVA) in regression analysis.

Calculating the standard error of estimate.

Calculating a predicted value.

Calculating an interval for a predicted value.