Regression analysis in the context of Multiple linear regression


Regression analysis in the context of Multiple linear regression

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⭐ Core Definition: Regression analysis

In statistical modeling, regression analysis is a statistical method for estimating the relationship between a dependent variable (often called the outcome or response variable, or a label in machine learning parlance) and one or more independent variables (often called regressors, predictors, covariates, explanatory variables or features).

The most common form of regression analysis is linear regression, in which one finds the line (or a more complex linear combination) that most closely fits the data according to a specific mathematical criterion. For example, the method of ordinary least squares computes the unique line (or hyperplane) that minimizes the sum of squared differences between the true data and that line (or hyperplane). For specific mathematical reasons (see linear regression), this allows the researcher to estimate the conditional expectation (or population average value) of the dependent variable when the independent variables take on a given set of values. Less common forms of regression use slightly different procedures to estimate alternative location parameters (e.g., quantile regression or Necessary Condition Analysis) or estimate the conditional expectation across a broader collection of non-linear models (e.g., nonparametric regression).

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Regression analysis in the context of Surveying

Surveying or land surveying is the technique, profession, art, and science of determining the terrestrial positions of points based on the distances and angles between them. These points are usually on the surface of the Earth, and they are often used to establish maps and boundaries for ownership, locations, such as the designated positions of structural components for construction or the surface location of subsurface features, or other purposes required by government or civil law, such as property sales.

A professional in land surveying is called a land surveyor.Surveyors work with elements of geodesy, geometry, trigonometry, regression analysis, physics, engineering, metrology, programming languages, and the law. They use equipment, such as total stations, robotic total stations, theodolites, GNSS receivers, retroreflectors, 3D scanners, lidar sensors, radios, inclinometer, handheld tablets, optical and digital levels, subsurface locators, drones, GIS, and surveying software.

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Regression analysis in the context of Species discovery curve

In ecology, the species discovery curve (also known as a species accumulation curve or collector's curve) is a graph recording the cumulative number of species of living things recorded in a particular environment as a function of the cumulative effort expended searching for them (usually measured in person-hours). It is related to, but not identical with, the species-area curve.

The species discovery curve will necessarily be increasing, and will normally be negatively accelerated (that is, its rate of increase will slow down). Plotting the curve gives a way of estimating the number of additional species that will be discovered with further effort. This is usually done by fitting some kind of functional form to the curve, either by eye or by using non-linear regression techniques. Commonly used functional forms include the logarithmic function and the negative exponential function. The advantage of the negative exponential function is that it tends to an asymptote which equals the number of species that would be discovered if infinite effort is expended. However, some theoretical approaches imply that the logarithmic curve may be more appropriate, implying that though species discovery will slow down with increasing effort, it will never entirely cease, so there is no asymptote, and if infinite effort was expended, an infinite number of species would be discovered. An example in which one would not expect the function to asymptote is in the study of genetic sequences where new mutations and sequencing errors may lead to infinite variants.

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Regression analysis in the context of Deep learning

In machine learning, deep learning focuses on utilizing multilayered neural networks to perform tasks such as classification, regression, and representation learning. The field takes inspiration from biological neuroscience and revolves around stacking artificial neurons into layers and "training" them to process data. The adjective "deep" refers to the use of multiple layers (ranging from three to several hundred or thousands) in the network. Methods used can be supervised, semi-supervised or unsupervised.

Some common deep learning network architectures include fully connected networks, deep belief networks, recurrent neural networks, convolutional neural networks, generative adversarial networks, transformers, and neural radiance fields. These architectures have been applied to fields including computer vision, speech recognition, natural language processing, machine translation, bioinformatics, drug design, medical image analysis, climate science, material inspection and board game programs, where they have produced results comparable to and in some cases surpassing human expert performance.

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Regression analysis in the context of Nonlinear regression

In statistics, nonlinear regression is a form of regression analysis in which observational data are modeled by a function which is a nonlinear combination of the model parameters and depends on one or more independent variables. The data are fitted by a method of successive approximations (iterations).

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Regression analysis in the context of Taxicab geometry

Taxicab geometry or Manhattan geometry is geometry where the familiar Euclidean distance is ignored, and the distance between two points is instead defined to be the sum of the absolute differences of their respective Cartesian coordinates, a distance function (or metric) called the taxicab distance, Manhattan distance, or city block distance. The name refers to the island of Manhattan, or generically any planned city with a rectangular grid of streets, in which a taxicab can only travel along grid directions. In taxicab geometry, the distance between any two points equals the length of their shortest grid path. This different definition of distance also leads to a different definition of the length of a curve, for which a line segment between any two points has the same length as a grid path between those points rather than its Euclidean length.

The taxicab distance is also sometimes known as rectilinear distance or L distance (see L space). This geometry has been used in regression analysis since the 18th century, and is often referred to as LASSO. Its geometric interpretation dates to non-Euclidean geometry of the 19th century and is due to Hermann Minkowski.

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Regression analysis in the context of Bivariate data

In statistics, bivariate data is data on each of two variables, where each value of one of the variables is paired with a value of the other variable. It is a specific but very common case of multivariate data. The association can be studied via a tabular or graphical display, or via sample statistics which might be used for inference. Typically it would be of interest to investigate the possible association between the two variables. The method used to investigate the association would depend on the level of measurement of the variable. This association that involves exactly two variables can be termed a bivariate correlation, or bivariate association.

For two quantitative variables (interval or ratio in level of measurement), a scatterplot can be used and a correlation coefficient or regression model can be used to quantify the association. For two qualitative variables (nominal or ordinal in level of measurement), a contingency table can be used to view the data, and a measure of association or a test of independence could be used.

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Regression analysis in the context of Regression coefficient

In statistics, linear regression is a model that estimates the relationship between a scalar response (dependent variable) and one or more explanatory variables (regressor or independent variable). A model with exactly one explanatory variable is a simple linear regression; a model with two or more explanatory variables is a multiple linear regression. This term is distinct from multivariate linear regression, which predicts multiple correlated dependent variables rather than a single dependent variable.

In linear regression, the relationships are modeled using linear predictor functions whose unknown model parameters are estimated from the data. Most commonly, the conditional mean of the response given the values of the explanatory variables (or predictors) is assumed to be an affine function of those values; less commonly, the conditional median or some other quantile is used. Like all forms of regression analysis, linear regression focuses on the conditional probability distribution of the response given the values of the predictors, rather than on the joint probability distribution of all of these variables, which is the domain of multivariate analysis.

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Regression analysis in the context of Linear discriminant analysis

Linear discriminant analysis (LDA), normal discriminant analysis (NDA), canonical variates analysis (CVA), or discriminant function analysis is a generalization of Fisher's linear discriminant, a method used in statistics and other fields, to find a linear combination of features that characterizes or separates two or more classes of objects or events. The resulting combination may be used as a linear classifier, or, more commonly, for dimensionality reduction before later classification.

LDA is closely related to analysis of variance (ANOVA) and regression analysis, which also attempt to express one dependent variable as a linear combination of other features or measurements. However, ANOVA uses categorical independent variables and a continuous dependent variable, whereas discriminant analysis has continuous independent variables and a categorical dependent variable (i.e. the class label). Logistic regression and probit regression are more similar to LDA than ANOVA is, as they also explain a categorical variable by the values of continuous independent variables. These other methods are preferable in applications where it is not reasonable to assume that the independent variables are normally distributed, which is a fundamental assumption of the LDA method.

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Regression analysis in the context of Features (pattern recognition)

In machine learning and pattern recognition, a feature is an individual measurable property or characteristic of a data set. Choosing informative, discriminating, and independent features is crucial to producing effective algorithms for pattern recognition, classification, and regression tasks. Features are usually numeric, but other types such as strings and graphs are used in syntactic pattern recognition, after some pre-processing step such as one-hot encoding. The concept of "features" is related to that of explanatory variables used in statistical techniques such as linear regression.

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Regression analysis in the context of Statistical data type

In statistics, data can have any of various types. Statistical data types include categorical (e.g. country), directional (angles or directions, e.g. wind measurements), count (a whole number of events), or real intervals (e.g. measures of temperature).

The data type is a fundamental concept in statistics and controls what sorts of probability distributions can logically be used to describe the variable, the permissible operations on the variable, the type of regression analysis used to predict the variable, etc. The concept of data type is similar to the concept of level of measurement, but more specific. For example, count data requires a different distribution (e.g. a Poisson distribution or binomial distribution) than non-negative real-valued data require, but both fall under the same level of measurement (a ratio scale).

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Regression analysis in the context of Shrinkage estimator

In statistics, shrinkage is the reduction in the effects of sampling variation. In regression analysis, a fitted relationship appears to perform less well on a new data set than on the data set used for fitting. In particular the value of the coefficient of determination 'shrinks'. This idea is complementary to overfitting and, separately, to the standard adjustment made in the coefficient of determination to compensate for the subjective effects of further sampling, like controlling for the potential of new explanatory terms improving the model by chance: that is, the adjustment formula itself provides "shrinkage." But the adjustment formula yields an artificial shrinkage.

A shrinkage estimator is an estimator that, either explicitly or implicitly, incorporates the effects of shrinkage. In loose terms this means that a naive or raw estimate is improved by combining it with other information. The term relates to the notion that the improved estimate is made closer to the value supplied by the 'other information' than the raw estimate. In this sense, shrinkage is used to regularize ill-posed inference problems.

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Regression analysis in the context of Mathematical statistics

Mathematical statistics is the application of probability theory and other mathematical concepts to statistics, as opposed to techniques for collecting statistical data. Specific mathematical techniques that are commonly used in statistics include mathematical analysis, linear algebra, stochastic analysis, differential equations, and measure theory.

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Regression analysis in the context of Supervised learning

In machine learning, supervised learning (SL) is a type of machine learning paradigm where an algorithm learns to map input data to a specific output based on example input-output pairs. This process involves training a statistical model using labeled data, meaning each piece of input data is provided with the correct output. For instance, if you want a model to identify cats in images, supervised learning would involve feeding it many images of cats (inputs) that are explicitly labeled "cat" (outputs).

The goal of supervised learning is for the trained model to accurately predict the output for new, unseen data. This requires the algorithm to effectively generalize from the training examples, a quality measured by its generalization error. Supervised learning is commonly used for tasks like classification (predicting a category, e.g., spam or not spam) and regression (predicting a continuous value, e.g., house prices).

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Regression analysis in the context of Curve fitting

Curve fitting is the process of constructing a curve, or mathematical function, that has the best fit to a series of data points, possibly subject to constraints. Curve fitting can involve either interpolation, where an exact fit to the data is required, or smoothing, in which a "smooth" function is constructed that approximately fits the data. A related topic is regression analysis, which focuses more on questions of statistical inference such as how much uncertainty is present in a curve that is fitted to data observed with random errors. Fitted curves can be used as an aid for data visualization, to infer values of a function where no data are available, and to summarize the relationships among two or more variables. Extrapolation refers to the use of a fitted curve beyond the range of the observed data, and is subject to a degree of uncertainty since it may reflect the method used to construct the curve as much as it reflects the observed data.

For linear-algebraic analysis of data, "fitting" usually means trying to find the curve that minimizes the vertical (y-axis) displacement of a point from the curve (e.g., ordinary least squares). However, for graphical and image applications, geometric fitting seeks to provide the best visual fit; which usually means trying to minimize the orthogonal distance to the curve (e.g., total least squares), or to otherwise include both axes of displacement of a point from the curve. Geometric fits are not popular because they usually require non-linear and/or iterative calculations, although they have the advantage of a more aesthetic and geometrically accurate result.

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Regression analysis in the context of Quantile regression

Quantile regression is a type of regression analysis used in statistics and econometrics. Whereas the method of least squares estimates the conditional mean of the response variable across values of the predictor variables, quantile regression estimates the conditional median (or other quantiles) of the response variable. [There is also a method for predicting the conditional geometric mean of the response variable, .] Quantile regression is an extension of linear regression used when the conditions of linear regression are not met .It was introduced by Roger Koenker in 1978. As a complementary and extended approach to the least squares method, quantile regression addresses the limitations of least squares method in the presence of heteroscedasticity and ensures the robustness of quantile regression through its robustness to outliers, which compensates for the weakness of least squares method in dealing with outlier data.

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