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  2. Standardized coefficient - Wikipedia

    en.wikipedia.org/wiki/Standardized_coefficient

    In statistics, standardized (regression) coefficients, also called beta coefficients or beta weights, are the estimates resulting from a regression analysis where the underlying data have been standardized so that the variances of dependent and independent variables are equal to 1. [1]

  3. 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).

  4. Omnibus test - Wikipedia

    en.wikipedia.org/wiki/Omnibus_test

    These hypotheses examine model fit of the most common model: y ij = μ j + ε ij, where y ij is the dependent variable, μ j is the j-th independent variable's expectancy, which usually is referred to as "group expectancy" or "factor expectancy"; and ε ij are the errors results on using the model. The F statistics of the omnibus test is ...

  5. Logistic regression - Wikipedia

    en.wikipedia.org/wiki/Logistic_regression

    In statistics, the logistic model (or logit model) is a statistical model that models the log-odds of an event as a linear combination of one or more independent variables. In regression analysis , logistic regression [ 1 ] (or logit regression ) estimates the parameters of a logistic model (the coefficients in the linear or non linear ...

  6. Structural equation modeling - Wikipedia

    en.wikipedia.org/wiki/Structural_equation_modeling

    The model's implications for what the data should look like for a specific set of coefficient values depends on: a) the coefficients' locations in the model (e.g. which variables are connected/disconnected), b) the nature of the connections between the variables (covariances or effects; with effects often assumed to be linear), c) the nature of ...

  7. Regression analysis - Wikipedia

    en.wikipedia.org/wiki/Regression_analysis

    Once a regression model has been constructed, it may be important to confirm the goodness of fit of the model and the statistical significance of the estimated parameters. Commonly used checks of goodness of fit include the R-squared , analyses of the pattern of residuals and hypothesis testing.

  8. Principal component regression - Wikipedia

    en.wikipedia.org/wiki/Principal_component_regression

    In statistics, principal component regression (PCR) is a regression analysis technique that is based on principal component analysis (PCA). PCR is a form of reduced rank regression. [1] More specifically, PCR is used for estimating the unknown regression coefficients in a standard linear regression model.

  9. Polynomial regression - Wikipedia

    en.wikipedia.org/wiki/Polynomial_regression

    Although polynomial regression is technically a special case of multiple linear regression, the interpretation of a fitted polynomial regression model requires a somewhat different perspective. It is often difficult to interpret the individual coefficients in a polynomial regression fit, since the underlying monomials can be highly correlated.