New PDF release: Applied Regression: An Introduction (Quantitative

By Colin Lewis-Beck, Michael S. Lewis-Beck

ISBN-10: 0803914946

ISBN-13: 9780803914940

Known for its clarity and readability, this Second Edition of the best-selling Applied Regression presents an obtainable creation to regression research for social scientists and different execs who are looking to version quantitative facts. After protecting the elemental concept of becoming a instantly line to a scatter of knowledge issues, the textual content makes use of transparent language to give an explanation for either the maths and assumptions at the back of the easy linear regression version. Authors Colin Lewis-Beck and Michael Lewis-Beck then conceal extra really expert topics of regression research, resembling a number of regression, measures of version healthy, research of residuals, interplay results, multicollinearity, and prediction. during the textual content, graphical and utilized examples aid clarify and show the ability and extensive applicability of regression research for answering clinical questions.

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Extra info for Applied Regression: An Introduction (Quantitative Applications in the Social Sciences)

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Why or why not? 8%? Why or why not? 16. 0002t2 (a) What is the five-year spot rate? (b) What is the price of a zero-coupon bond that matures in 5 years? 17. 035, respectively. A par $1000 coupon bond matures in two years and has semiannual coupon payments of $35. What is the price of this bond? 18. 489, respectively. 5-, and 2-year semiannual spot rates. (b) A par $1000 coupon bond has a maturity of two years. The semiannual coupon payment is $21. What is the price of this bond? 19. A par $1000 bond matures in four years and pays semiannual coupons of $26.

20) The yield to maturity of an n-year zero-coupon bond solves the equation P (n) = 1000 , exp(nyn ) and is easily seen to be yn = (r1 + · · · + rn )/n. 21) Therefore, {r1 , . . , rn } is easily found from {y1 , . . , yn } by the relationship r1 = y n , and rn = nyn − (n − 1)yn−1 for n > 1. 6. 2, we have P (1) = 920, P (2) = 830, and P (3) = 760. 088. 091. 7 Continuous Forward Rates So far, we have assumed that forward interest rates vary from year to year but are constant within each year. This assumption is, of course, unrealistic and was made only to simplify the introduction of forward rates.

30) applies to each of these cash flows and averaging them with these weights gives us that for a coupon bond, change bond price ≈ −DUR × change in yield. 31) are left as an exercise. 31) to approximate the effect of a change in yield on bond prices. 32) as a definition of duration. 32) can define the durations of not only bonds but also of derivative securities whose prices depend on yield, for example, call options on bonds. When this definition is extended to derivatives, duration has nothing to do with maturities of the underlying securities.

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Applied Regression: An Introduction (Quantitative Applications in the Social Sciences) by Colin Lewis-Beck, Michael S. Lewis-Beck


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