regression

(noun)

An analytic method to measure the association of one or more independent variables with a dependent variable.

Related Terms

  • box-and-whisker plot
  • correlation
  • correlation coefficient

Examples of regression in the following topics:

  • Multiple Regression Models

    • Multiple regression is used to find an equation that best predicts the $Y$ variable as a linear function of the multiple $X$ variables.
    • You use multiple regression when you have three or more measurement variables.
    • One use of multiple regression is prediction or estimation of an unknown $Y$ value corresponding to a set of $X$ values.
    • Multiple regression is a statistical way to try to control for this; it can answer questions like, "If sand particle size (and every other measured variable) were the same, would the regression of beetle density on wave exposure be significant?
    • As you are doing a multiple regression, there is also a null hypothesis for each $X$ variable, meaning that adding that $X$ variable to the multiple regression does not improve the fit of the multiple regression equation any more than expected by chance.
  • Polynomial Regression

    • For this reason, polynomial regression is considered to be a special case of multiple linear regression.
    • Although polynomial regression is technically a special case of multiple linear regression, the interpretation of a fitted polynomial regression model requires a somewhat different perspective.
    • This is similar to the goal of non-parametric regression, which aims to capture non-linear regression relationships.
    • Therefore, non-parametric regression approaches such as smoothing can be useful alternatives to polynomial regression.
    • An advantage of traditional polynomial regression is that the inferential framework of multiple regression can be used.
  • Estimating and Making Inferences About the Slope

    • You use multiple regression when you have three or more measurement variables.
    • When the purpose of multiple regression is prediction, the important result is an equation containing partial regression coefficients (slopes).
    • When the purpose of multiple regression is understanding functional relationships, the important result is an equation containing standard partial regression coefficients, like this:
    • Where $b'_1$ is the standard partial regression coefficient of $y$ on $X_1$.
    • A graphical representation of a best fit line for simple linear regression.
  • Evaluating Model Utility

    • Multiple regression is beneficial in some respects, since it can show the relationships between more than just two variables; however, it should not always be taken at face value.
    • It is easy to throw a big data set at a multiple regression and get an impressive-looking output.
    • But many people are skeptical of the usefulness of multiple regression, especially for variable selection, and you should view the results with caution.
    • You should examine the linear regression of the dependent variable on each independent variable, one at a time, examine the linear regressions between each pair of independent variables, and consider what you know about the subject matter.
    • You should probably treat multiple regression as a way of suggesting patterns in your data, rather than rigorous hypothesis testing.
  • Predictions and Probabilistic Models

    • Regression models are often used to predict a response variable $y$ from an explanatory variable $x$.
    • In regression analysis, it is also of interest to characterize the variation of the dependent variable around the regression function, which can be described by a probability distribution.
    • Regression analysis is widely used for prediction and forecasting.
    • Performing extrapolation relies strongly on the regression assumptions.
    • Here are the required conditions for the regression model:
  • The Regression Fallacy

    • The regression fallacy fails to account for natural fluctuations and rather ascribes cause where none exists.
    • The regression (or regressive) fallacy is an informal fallacy.
    • This use of the word "regression" was coined by Sir Francis Galton in a study from 1885 called "Regression Toward Mediocrity in Hereditary Stature. " He showed that the height of children from very short or very tall parents would move towards the average.
    • Assuming athletic careers are partly based on random factors, attributing this to a "jinx" rather than regression, as some athletes reportedly believed, would be an example of committing the regression fallacy.
    • A picture of Sir Francis Galton, who coined the use of the word "regression
  • The Equation of a Line

    • In statistics, linear regression can be used to fit a predictive model to an observed data set of $y$ and $x$ values.
    • In statistics, simple linear regression is the least squares estimator of a linear regression model with a single explanatory variable.
    • Simple linear regression fits a straight line through the set of $n$ points in such a way that makes the sum of squared residuals of the model (that is, vertical distances between the points of the data set and the fitted line) as small as possible.
    • Linear regression was the first type of regression analysis to be studied rigorously, and to be used extensively in practical applications.
    • If the goal is prediction, or forecasting, linear regression can be used to fit a predictive model to an observed data set of $y$ and $X$ values.
  • Introduction to inference for linear regression

    • In this section we discuss uncertainty in the estimates of the slope and y-intercept for a regression line.
    • However, in the case of regression, we will identify standard errors using statistical software.
    • This video introduces consideration of the uncertainty associated with the parameter estimates in linear regression.
  • Introduction to Linear Regression

    • Identify errors of prediction in a scatter plot with a regression line
    • The best-fitting line is called a regression line.
    • The sum of the squared errors of prediction shown in Table 2 is lower than it would be for any other regression line.The formula for a regression line is
    • This makes the regression line:
    • The regression equation is
  • Slope and Intercept

    • In the regression line equation the constant $m$ is the slope of the line and $b$ is the $y$-intercept.
    • Regression analysis is the process of building a model of the relationship between variables in the form of mathematical equations.
    • A simple example is the equation for the regression line which follows:
    • The case of one explanatory variable is called simple linear regression.
    • For more than one explanatory variable, it is called multiple linear regression.
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