Linear Regression
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In statistics, linear regression is an approach to modeling the relationship between a scalar dependent variable y and one or more explanatory variables denoted X. The case of one explanatory variable is called simple regression. More than one explanatory variable is multiple regression. (This in term should be distinguished from multivariate linear regression, where multiple correlated dependent variables are predicted, rather than a single scalar variable.) In linear regression, data is modelled using linear predictor functions, and unknown model parameters are estimation theory|estimated from the data. Such models are called linear models. Most commonly, linear regression refers to a model in which the conditional expectation|conditional mean of y given the value of X is an affine transformation|affine function of X. Less commonly, linear regression could refer to a model in which the median, or some other quantile of the conditional distribution of y given X is expressed as a...
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