Regression Analysis for Business (STAT 6130 or 6210)

Wharton MBA Curriculum · 3:24

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Lyrics

[Verse 1]
When the data points are scattered all around
And you need to find the pattern to be found
Draw a line that fits the best it can
That's regression, it's your analysis plan
Normal curves and central limits guide the way
P-values tell you what the numbers say

[Chorus]
OLS, find the line that's best
Minimize those squares, put it to the test
R-squared shows how much you can explain
But correlation doesn't mean causation's plain
Check your errors, make them white as snow
That's how regression helps your business grow

[Verse 2]
Simple starts with just one X and Y
Multiple adds more variables to try
Coefficients tell you marginal effects
Hold the others constant, that's what we expect
Confidence intervals give you the range
Null hypothesis, is there really change?

[Chorus]
OLS, find the line that's best
Minimize those squares, put it to the test
R-squared shows how much you can explain
But correlation doesn't mean causation's plain
Check your errors, make them white as snow
That's how regression helps your business grow

[Bridge]
Watch for multi-collinearity
VIF will set your variables free
Hetero-skedasticity breaks the rules
White's test and robust errors are your tools
Omitted variables bias your game
Endogeneity makes coefficients lame

[Verse 3]
Dummy variables for the categories
Log transforms show elasticities
Logistic when your outcome's yes or no
Panel data lets your insights flow
Fixed effects or random, choose your side
Model specification is your guide

[Chorus]
OLS, find the line that's best
Minimize those squares, put it to the test
R-squared shows how much you can explain
But correlation doesn't mean causation's plain
Check your errors, make them white as snow
That's how regression helps your business grow

[Outro]
Don't overfit or dredge your data mine
Read the output, every single line
When regression fits and when it doesn't work
That's the knowledge that will make you smirk

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