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  2. Linear regression - Wikipedia

    en.wikipedia.org/wiki/Linear_regression

    Hierarchical linear models (or multilevel regression) organizes the data into a hierarchy of regressions, for example where A is regressed on B, and B is regressed on C. It is often used where the variables of interest have a natural hierarchical structure such as in educational statistics, where students are nested in classrooms, classrooms ...

  3. Passing–Bablok regression - Wikipedia

    en.wikipedia.org/wiki/Passing–Bablok_regression

    The Passing-Bablok procedure fits the parameters and of the linear equation = + using non-parametric methods. The coefficient b {\displaystyle b} is calculated by taking the shifted median of all slopes of the straight lines between any two points, disregarding lines for which the points are identical or b = − 1 {\displaystyle b=-1} .

  4. Regression analysis - Wikipedia

    en.wikipedia.org/wiki/Regression_analysis

    In linear regression, the model specification is that the dependent variable, is a linear combination of the parameters (but need not be linear in the independent variables). For example, in simple linear regression for modeling n {\displaystyle n} data points there is one independent variable: x i {\displaystyle x_{i}} , and two parameters, β ...

  5. Simple linear regression - Wikipedia

    en.wikipedia.org/wiki/Simple_linear_regression

    Deming regression (total least squares) also finds a line that fits a set of two-dimensional sample points, but (unlike ordinary least squares, least absolute deviations, and median slope regression) it is not really an instance of simple linear regression, because it does not separate the coordinates into one dependent and one independent ...

  6. Pearson correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Pearson_correlation...

    Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.

  7. Explained sum of squares - Wikipedia

    en.wikipedia.org/wiki/Explained_sum_of_squares

    The general regression model with n observations and k explanators, the first of which is a constant unit vector whose coefficient is the regression intercept, is = + where y is an n × 1 vector of dependent variable observations, each column of the n × k matrix X is a vector of observations on one of the k explanators, is a k × 1 vector of true coefficients, and e is an n × 1 vector of the ...

  8. Ramsey RESET test - Wikipedia

    en.wikipedia.org/wiki/Ramsey_RESET_test

    The intuition behind the test is that if non-linear combinations of the explanatory variables have any power in explaining the response variable, the model is misspecified in the sense that the data generating process might be better approximated by a polynomial or another non-linear functional form.

  9. Least squares - Wikipedia

    en.wikipedia.org/wiki/Least_squares

    The result of fitting a set of data points with a quadratic function Conic fitting a set of points using least-squares approximation. In regression analysis, least squares is a parameter estimation method based on minimizing the sum of the squares of the residuals (a residual being the difference between an observed value and the fitted value provided by a model) made in the results of each ...