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SUMMARY OUTPUT Regression Statistics Multiple R 0.9523671 R Square 0.9070031 Adjusted R Square 0.9061339 Standard Error 1.5467462 Observations 325.0000000 ANOVA df SS MS F Significance
SUMMARY OUTPUT Regression Statistics Multiple R 0.9523671 R Square 0.9070031 Adjusted R Square 0.9061339 Standard Error 1.5467462 Observations 325.0000000 ANOVA df SS MS F Significance F Regression 3.0000000 7490.0260177 2496.6753392 1043.5757160 3.7527834E-165 Residual 321.0000000 767.9680272 2.3924238 Total 324.0000000 8257.9940449 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Intercept 0.3377964 0.0895023 3.7741653 0.0001912 0.1617113 0.5138816 RM 1.0829324 0.0223366 48.4825232 0.0000000 1.0389879 1.1268769 SMB 0.0044875 0.0288400 0.1556016 0.8764449 -0.0522517 0.0612268 HML 0.0154556 0.0335538 0.4606213 0.6453822 -0.0505576 0.0814688
- Calculate the 95% confidence interval for the slope
SUMMARY OUTPUT | ||||||
Regression Statistics | ||||||
Multiple R | 0.9523671 | |||||
R Square | 0.9070031 | |||||
Adjusted R Square | 0.9061339 | |||||
Standard Error | 1.5467462 | |||||
Observations | 325.0000000 | |||||
ANOVA | ||||||
df | SS | MS | F | Significance F | ||
Regression | 3.0000000 | 7490.0260177 | 2496.6753392 | 1043.5757160 | 3.7527834E-165 | |
Residual | 321.0000000 | 767.9680272 | 2.3924238 | |||
Total | 324.0000000 | 8257.9940449 | ||||
Coefficients | Standard Error | t Stat | P-value | Lower 95% | Upper 95% | |
Intercept | 0.3377964 | 0.0895023 | 3.7741653 | 0.0001912 | 0.1617113 | 0.5138816 |
RM | 1.0829324 | 0.0223366 | 48.4825232 | 0.0000000 | 1.0389879 | 1.1268769 |
SMB | 0.0044875 | 0.0288400 | 0.1556016 | 0.8764449 | -0.0522517 | 0.0612268 |
HML | 0.0154556 | 0.0335538 | 0.4606213 | 0.6453822 | -0.0505576 | 0.0814688 |
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