beta coefficient


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beta coefficient

[′bād·ə kō·ə′fish·ənt]
(statistics)
Also known as beta weight.
One of the coefficients in a regression equation.
A moment ratio, especially one used to describe skewness and kurtosis.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.
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Standardised beta coefficient in almost all the models has significant value and adjusted R square too is in all three models, that is 30.8 percent, 22.2 percent and 31.8 percent respectively.
Using the methodology described by Dater, Naik and Radcliff (1998) in their work "Liquidity and Stock Returns: An Alternative Test", I first examined the relationship between the rate of return and systematic risk measured by the beta coefficient and company size measured by the logarithm of market capitalization and turnover ratio (model 1) for the data collected, and obtained the results described in Table 3.
where [r.sub.i,t] - rate of return of particular stock i for a period from t-1 to t, [[alpha].sub.i] - constant of regression model, [[beta].sub.i] - regression coefficient or beta coefficient of the stock i, [r.sub.w,t] - rate of return of world market portfolio for the period from t-1 to t, [[mu].sub.i,t] - regression residual, n - number of stocks in the sample, T - periods in days, weeks, months.
where [[beta].sub.d-free] is the beta coefficient of a debt-free company, t the marginal tax rate, D the magnitude of debt, and E the market value of equity.
The beta coefficient values were: Dedication ([beta]= -.202), satisfaction with life ([beta]= -.127), openness to experience ([beta]= -.124), growth ([beta]= .204), nutrition ([beta]= -.201), responsibility for one's health ([beta]= .221) and absorption ([beta]= .359).
In model 0 all determinants have a significant contribution to the model with the largest beta coefficients for primiparous women (-169.8, confidence interval [CI] -171.3, -168.4), children born at 37 weeks (-552.3, CI -555.5, -549.1) and 38 weeks (-324.1, CI -326.4, -321.9), and female sex (-145.8, CI -147.2, -144.3).
Beta coefficient (AY) shows that category, marital status, number of households and source of income of the respondents has a negative relationship with the use of funds for buying food or clothes.
In the study of correlation between Acid Phosphotase and day of menstrual cycle considering the total duration of cycle we did not find any statistical significance, whereas the relationship between BAP and day of menstrual cycle in the entire cycle we obtained highly significant correlation as is evident from positive beta coefficient of regression analysis positive slope of linear correlation.
From Table (3), the credibility value had a beta coefficient of 0.146 on the consumers' assessment of SNAs at a significant change p < 0.02.
The perceived stress with the beta coefficient equal to 0.60 can predict the marital satisfaction of patients with cancer negatively and significantly.