Difference between revisions of "Regression analysis"
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| − | + | Investopedia defines '''regression''' as "A statistical measure that attempts to determine the strength of the relationship between one dependent variable (usually denoted by Y) and a series of other changing variables (known as independent variables).[http://www.investopedia.com/terms/r/regression.asp] Regression''' is a method in [[statistics]] for fitting a [[curve]] through a set of points as closely as possible. | |
The most common type of regression is [[linear regression]], which uses a straight line as the curve. | The most common type of regression is [[linear regression]], which uses a straight line as the curve. | ||
Revision as of 19:28, February 1, 2011
Investopedia defines regression as "A statistical measure that attempts to determine the strength of the relationship between one dependent variable (usually denoted by Y) and a series of other changing variables (known as independent variables).[1] Regression is a method in statistics for fitting a curve through a set of points as closely as possible.
The most common type of regression is linear regression, which uses a straight line as the curve.
Regression is done using a least squares estimator.