A statistical technique that is concerned with fitting relationships between a dependent variable, y, and one or more independent variables, x1, x2,…, usually by the method of least squares.
A linear regression model is one in which the theoretical mean value, μi, of the observation yi is a linear combination of independent variables,
when
k x-variables are included in the model. The multiples β
0, β
1,… β
k are parameters of the model and are the quantities to be estimated; they are known as
regression coefficients, β
0 being the
intercept or
constant term. A model with more than one
x-variable is known as a
multiple regression model.
Nonlinear regression models express μ as a general function of the independent variables. The general functions include curves such as exponentials and ratios of polynomials, in which there are parameters to be estimated.
Various procedures have been devised to detect variables that make a significant contribution to the regression equation, and to find the combination of variables that best fits the data using as few variables as possible. Analysis of variance is used to assess the significance of the regression model. See also generalized linear model, influence.