Multiple Regression Approaches

by Chetan Patel, K. S. Kushwaha

This book provide the practical ways for solving The mulltiple regression model for normality of errors, homogeneity of error variances and independence of serial correlation (no auto correlation). Normality of error can be tested through histogram of residual, normal probability plot and Jarqua-Bera (JB) test and the homogeneity of errors will be tested through Spearman‟s Rank Correlation Test and “Durbin- Watson d statistics” was used for detecting serial correlation .

72 pages, Paperback

Published April 12, 2019

About the author

Chetan Patel is a finance professional with many years of experience dealing with different aspects of Finance. After passing out from the Institute of Cost and Works Accountants of India (ICWAI - now ICMAI), he embarked on a corporate career working with some of the large reputed organisations. He also has a keen interest in value investing, and analyses a lot of small and mid size companies from investment point of view.
Within finance he has worked with accounting assignments, had been a Financial Planner and had worked as a Finance Controller. During this tenure, he encountered a lot of people who were good with their businesses but at times were unable to understand financial implications of their decisions. It is with this motive he tired his hands with writing a simple book on Finance which would be useful for individuals, businesses and investors. The aim is to bring awareness to as many people as possible about finance and demystifying the myths which people have for this subject.