Any of you have any recommended books on performing multi variable analysis? I’m finding the CFA text books are not very comprehenisve in setting up, running and then tweaking data sets for multi variable regression. I would be interested in reading other sources especially if they have detailed examples on particular data sets. Anybody have suggestions?
It’s a massive subject. Try Draper and Smith “Applied Regression Analysis” or lots of other good books. I don’t think linear models are especially useful in finance.