Linear regression: Technical analysis, List of statistical packages, Parameter, Conditional expectation, Affine transformation, Regression analysis, Joint probability distribution, Multivariate analysis, Least squares -
Linear regression: Technical analysis, List of statistical packages, Parameter, Conditional expectation, Affine transformation, Regression analysis, Joint probability distribution, Multivariate analysis, Least squares
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online.In statistics, linear regression refers to any approach to modeling the relationship between one or more variables denoted y and one or more variables denoted X, such that the model depends linearly on the unknown parameters to be estimated from the data. Such a model is called a "l ...Full description
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online.In statistics, linear regression refers to any approach to modeling the relationship between one or more variables denoted y and one or more variables denoted X, such that the model depends linearly on the unknown parameters to be estimated from the data. Such a model is called a "linear model." Most commonly, linear regression refers to a model in which the conditional mean of y given the value of X is an affine function of X. Less commonly, linear regression could refer to a model in which the median, or some other quantile of the conditional distribution of y given X is expressed as a linear function of X. Like all forms of regression analysis, linear regression focuses on the conditional probability distribution of y given X, rather than on the joint probability distribution of y and X, which is the domain of multivariate analysis. Linear regression was the first type of regression analysis to be studied rigorously, and to be used extensively in practical applications.