Regression (English)
Search for " Regression " in NRICH | PLUS | maths.org | Google
Definition (undergraduate level)
Regression is a model which describes one random variable as being dependent of one or more others. Often the relationship between the variables is a straight-line one, which is called a linear regression.
If we have a random variable X and another variable p, then if we express the mean of X conditional up on p as a function of p: E ( X | p ) = f(p) then this is called the regression of X on p.
If we have a random variable X and another variable p, then if we express the mean of X conditional up on p as a function of p: E ( X | p ) = f(p) then this is called the regression of X on p.
Relations
- broader:
- (en) Statistic
- narrower:
- (en) Linear regression
- see also:
- (en) Correlation coefficient
Funded by: EU Socrates Minerva, HeyMath!, Cambridge University Press