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Regression

Definition

• Regression (analysis) involves identifying the relationship between the mean of a dependent variable and one or more ‘independent’ variables.
  Sewell
  
  
• "Regression analysis involves identifying the relationship between a dependent variable and one or more independent variables. A model of the relationship is hypothesized, and estimates of the parameter values are used to develop an estimated regression equation. Various tests are then employed to determine if the model is satisfactory. If the model is deemed satisfactory, the estimated regression equation can be used to predict the value of the dependent variable given values for the independent variables."
  Encyclopædia Britannica
  
  
•   "c. Statistics. The relationship between the mean value of a random variable and the corresponding values of one or more other variables; coefficient of regression = regression coefficient in sense 8 below."
  Oxford English Dictionary, 2002.
  
  
• "A word, introduced by Galton and deriving from the phrase 'regression towards the mean' that is often used as shorthand for linear regression or multiple regression models. In these models the mean of one variable Y is presumed to be dependent on one or more other variables (x₁, x₂,...). The variable Y is variously known as the response variable or outcome variable. The x-variables are known as predictor variables, explanatory variables, controlled variables or, potentially confusingly, independent variables). In the context of a factorial experiment the x-variables are the factors."
  Oxford Dictionary of Statistics, 2002.
  
  
• "Regression analysis is a statistical technique for investigating and modeling the relationship betwwen variables."
  Montgomery, Peck and Vining (2001)
  

  Links

  • Wikipedia: Regression analysis
  • Wikipedia: Linear regression
  • Linear Regression applet

  Books

  • MONTGOMERY, Douglas C., Elizabeth A. PECK and G. Geoffrey VINING, Introduction to Linear Regression Analysis