Page 12 - FINAL CFA II SLIDES JUNE 2019 DAY 3
P. 12
LOS 8.i: Evaluate how well a regression model READING 8: MULTIPLE REGRESSION AND ISSUES IN REGRESSION ANALYSIS
explains the dependent variable by analyzing the
output of the regression equation and an ANOVA table.
MODULE 8.3: ANOVA AND THE F-TEST
Purpose of the ANOVA table (produced by statistical software) is to attribute the total variation of the dependent variable to one of
two sources. The:
• regression model or
• residuals
In the CFA Level 2 exam, be prepared to fill in “missing data” from an ANOVA output.