kaal:claim:2389416-019

The linear regression models are jointly valid on the F-statistic but their explanatory power measured by R-squared remains very limited, with R-squared values of roughly 0.003 to 0.014.

The F-statistics support the validity of the models, while the explanatory power, measured by the R-squared is still very limited.

Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Hedge Fund Performance (2014), 5.1. Linear Regression
https://ssrn.com/abstract=2389416 · source PDF

Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Hedge Fund Performance (2014). SSRN: https://ssrn.com/abstract=2389416

• linear models with and without the AUM dummy

empiricalsupport: evidencedfailure: Low explanatory power of linear specificationfamily: research-design-limitationresearch-methods

• restated_by kaal:claim:2816408-023 In regressions including a dummy for AUM above $150 million, the dummy is statistically significant and positi...

The quote above is an exact substring of the source PDF, whose sha256 is 0e1c4615b104821577498d9655de43b9c5c3e985bb0215f56c038b8232be65c3. Extraction method: pdf-text-layer.
Attestation record: colloquium/attestations/17482ec2b3244206...json
Verify the binding yourself: curl -s https://wulfkaal.github.io/claims/2389416-019.md | sha256sum