Question: The equation for equity style analysis doesn't conform to the standard linear regression model format, distinguishing it from traditional regression equations. It operates as a

The equation for equity style analysis doesn't conform to the standard linear regression model format, distinguishing it from traditional regression equations. It operates as a nonlinear regression model, incorporating interaction effects among firm characteristics. Estimating this equation entails fitting a logistic or probit regression model to the data and deriving coefficients to unveil the relationship between firm characteristics and the style factor

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