Machine Learning for Economics and Finance in TensorFlow 2: Deep Learning Models for Research and Industry

© Isaiah Hull 2021

I. HullMachine Learning for Economics and Finance in TensorFlow 2https://doi.org/10.1007/978-1-4842-6373-0_3

3. Regression

Isaiah Hull¹  

(1)

Nacka, Sweden

 

The term “regression” differs in common usage between econometrics and machine learning. In econometrics, a regression involves the estimation of parameter values that relate a dependent variable to independent variables. The most common form of regression in econometrics is multiple linear regression, which involves the estimation of a linear association between a continuous dependent variable and multiple independent variables. Within econometrics, however, the term also encompasses non-linear models and models where the dependent variable is discrete. To the contrary, a regression ...