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linear regression model

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  • Linear regression — Example of simple linear regression, which has one independent variable In statistics, linear regression is an approach to modeling the relationship between a scalar variable y and one or more explanatory variables denoted X. The case of one… …   Wikipedia

  • Linear probability model — The linear probability specification of a binary regression model assumes that, for binary outcome Y and regressor vector X ,: Pr(Y=1 | X=x) = x eta. A drawback of this model is that, unless restrictions are placed on eta , the estimated… …   Wikipedia

  • Censored regression model — Censored regression models commonly arise in econometrics in cases where the variable ofinterest is only observable under certain conditions. A common example is labor supply. Data is frequently available on the hours worked by employees, and a… …   Wikipedia

  • Generalized linear array model — In statistics, the generalized linear array model(GLAM) is used for analyzing the data sets with array structure. It based on the generalized linear model with the regression matrix written as a Kronecker product. Overview In the article… …   Wikipedia

  • Multiple Linear Regression - MLR — A statistical technique that uses several explanatory variables to predict the outcome of a response variable. The goal of multiple linear regression (MLR) is to model the relationship between the explanatory and response variables. The model for …   Investment dictionary

  • Regression analysis — In statistics, regression analysis is a collective name for techniques for the modeling and analysis of numerical data consisting of values of a dependent variable (response variable) and of one or more independent variables (explanatory… …   Wikipedia

  • Regression toward the mean — In statistics, regression toward the mean (also known as regression to the mean) is the phenomenon that if a variable is extreme on its first measurement, it will tend to be closer to the average on a second measurement, and a fact that may… …   Wikipedia

  • Model selection — is the task of selecting a statistical model from a set of candidate models, given data. In the simplest cases, a pre existing set of data is considered. However, the task can also involve the design of experiments such that the data collected is …   Wikipedia

  • Regression dilution — is a statistical phenomenon also known as attenuation . Consider fitting a straight line for the relationship of an outcome variable y to a predictor variable x, and estimating the gradient (slope) of the line. Statistical variability,… …   Wikipedia

  • regression — regression, regression analysis A term used originally to describe the fact that if, for example, parents and children s weights are measured, the children s weights tend to be closer to the average than are those of their parents: unusually… …   Dictionary of sociology

  • Linear least squares — is an important computational problem, that arises primarily in applications when it is desired to fit a linear mathematical model to measurements obtained from experiments. The goals of linear least squares are to extract predictions from the… …   Wikipedia

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