Difference between revisions of "Regression analysis"
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Revision as of 19:29, 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.
