Chapter 11
Regression
In Chapters 8, 9, and 10, we were concerned about the distribution of one random variable, its parameters, expectation, variance, median, symmetry, skewness, etc. In this chapter, we study relations among variables.
Many variables observed in real life are related. The type of their relation can often be expressed in a mathematical form called regression. Establishing and testing such a relation enables us:
- to understand interactions, causes, and effects among variables;
- to predict unobserved variables based on the observed ones;
- to determine which variables significantly affect the variable of interest.
11.1 Least squares estimation
Regression models relate a response variable to one or several predictors. Having observed ...
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