Almost every day you can find in media commentary that XYZ is causing stocks to fall (or rise). Such definitive statements are common—but what’s almost always missing is statistical proof. And if you ...

Once the ranks for the two variables are found, we apply the formula for the correlation to the ranks as follows: Both Spearman’s rank and Pearson’s correlation tests share the purpose of assessing ...

Investors understand intuitively that some stocks are riskier than others. The capital asset pricing model attempts to quantify the common perception of risk using a term called beta. By understanding ...

Regression imputation is commonly used to compensate for item nonresponse when auxiliary data are available. It is common practice to compute survey estimators by treating imputed values as observed ...

This article proposes two estimators of the correlation coefficient, ρ, when statisticians will not construct a master file on individuals because of confidentiality issues. The approach depends on ...

Investors understand intuitively that some stocks are riskier than others. The capital asset pricing model attempts to quantify the common perception of risk using a term called beta. By understanding ...