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  2. Linear regression - Wikipedia

    en.wikipedia.org/wiki/Linear_regression

    Like all forms of regression analysis, linear regression focuses on the conditional probability distribution of the response given the values of the predictors, rather than on the joint probability distribution of all of these variables, which is the domain of multivariate analysis. Linear regression is also a type of machine learning algorithm ...

  3. Simple linear regression - Wikipedia

    en.wikipedia.org/wiki/Simple_linear_regression

    Deming regression (total least squares) also finds a line that fits a set of two-dimensional sample points, but (unlike ordinary least squares, least absolute deviations, and median slope regression) it is not really an instance of simple linear regression, because it does not separate the coordinates into one dependent and one independent ...

  4. Regression analysis - Wikipedia

    en.wikipedia.org/wiki/Regression_analysis

    The earliest regression form was seen in Isaac Newton's work in 1700 while studying equinoxes, being credited with introducing "an embryonic linear aggression analysis" as "Not only did he perform the averaging of a set of data, 50 years before Tobias Mayer, but summing the residuals to zero he forced the regression line to pass through the ...

  5. Linear least squares - Wikipedia

    en.wikipedia.org/wiki/Linear_least_squares

    Linear least squares (LLS) is the least squares approximation of linear functions to data. It is a set of formulations for solving statistical problems involved in linear regression, including variants for ordinary (unweighted), weighted, and generalized (correlated) residuals.

  6. Ordinary least squares - Wikipedia

    en.wikipedia.org/wiki/Ordinary_least_squares

    In statistics, ordinary least squares (OLS) is a type of linear least squares method for choosing the unknown parameters in a linear regression model (with fixed level-one [clarification needed] effects of a linear function of a set of explanatory variables) by the principle of least squares: minimizing the sum of the squares of the differences between the observed dependent variable (values ...

  7. Design matrix - Wikipedia

    en.wikipedia.org/wiki/Design_matrix

    The theory relating to such models uses the design matrix as input to some linear algebra : see for example linear regression. A notable feature of the concept of a design matrix is that it is able to represent a number of different experimental designs and statistical models, e.g., ANOVA, ANCOVA, and linear regression. [citation needed]

  8. Generalized linear model - Wikipedia

    en.wikipedia.org/wiki/Generalized_linear_model

    In statistics, a generalized linear model (GLM) is a flexible generalization of ordinary linear regression.The GLM generalizes linear regression by allowing the linear model to be related to the response variable via a link function and by allowing the magnitude of the variance of each measurement to be a function of its predicted value.

  9. Coefficient of determination - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_determination

    Ordinary least squares regression of Okun's law.Since the regression line does not miss any of the points by very much, the R 2 of the regression is relatively high.. In statistics, the coefficient of determination, denoted R 2 or r 2 and pronounced "R squared", is the proportion of the variation in the dependent variable that is predictable from the independent variable(s).