entity · derived
Linear regression
Derived node: assembled mechanically from the claims carrying linear-regression. A roster, not an adjudicated definition.
Every claim under this term
- 2389416-016 : In simple linear regressions of monthly returns on log AUM across the full sample, the AUM coefficient is statistically significant at the 5 percent level only during March through August 2012.
- 2389416-017 : In the period close to and following the registration effective date, fund size has a positive relationship with fund performance, with positive beta coefficients in March through May and July 2012.
- 2389416-018 : Adding a dummy for AUM above $150 million to the linear regressions leaves no variable significant at the 5 percent level in March 2012, and the dummy is significant only in April 2012.
- 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.
- 2816408-021 : In simple linear regressions of monthly returns on log AUM across December 2011 to December 2012, fund size does not appear to matter for fund returns because only a few coefficients are statistically
- 2816408-022 : Fund size shows a negative relationship with performance in the months before the March 2012 registration effective date and a positive relationship afterward, with beta coefficients negative in Janua
- 2816408-023 : In regressions including a dummy for AUM above $150 million, the dummy is statistically significant and positive only in April and September 2012, and the explanatory power of the models measured by R