A study of the market for mortgage-backed securities included a regression analysis of security effects and time
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A study of the market for mortgage-backed securities included a regression analysis of security effects and time effects on market prices as dependent variable.
The sample size was 383 and the R2 was 94%. How good is this regression? Would you confidently predict market price based on security and time effects? Explain.
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Given R 2 094 k 2 and n 383 the adjusted R 2 is 1 1 R ...View the full answer
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Related Book For
Complete Business Statistics
ISBN: 9780077239695
7th Edition
Authors: Amir Aczel, Jayavel Sounderpandian
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