regressive
(adjective)
Whose rate decreases as the amount increases.
Examples of regressive in the following topics:
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Multiple Regression Models
- Multiple regression is used to find an equation that best predicts the $Y$ variable as a linear function of the multiple $X$ variables.
- You use multiple regression when you have three or more measurement variables.
- One use of multiple regression is prediction or estimation of an unknown $Y$ value corresponding to a set of $X$ values.
- Multiple regression is a statistical way to try to control for this; it can answer questions like, "If sand particle size (and every other measured variable) were the same, would the regression of beetle density on wave exposure be significant?
- As you are doing a multiple regression, there is also a null hypothesis for each $X$ variable, meaning that adding that $X$ variable to the multiple regression does not improve the fit of the multiple regression equation any more than expected by chance.
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Polynomial Regression
- For this reason, polynomial regression is considered to be a special case of multiple linear 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.
- This is similar to the goal of non-parametric regression, which aims to capture non-linear regression relationships.
- Therefore, non-parametric regression approaches such as smoothing can be useful alternatives to polynomial regression.
- An advantage of traditional polynomial regression is that the inferential framework of multiple regression can be used.
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Regression Analysis for Forecast Improvement
- Regression Analysis is a causal / econometric forecasting method.
- In regression analysis, it is also of interest to characterize the variation of the dependent variable around the regression function, which can be described by a probability distribution.
- Familiar methods, such as linear regression and ordinary least squares regression, are parametric, in that the regression function is defined in terms of a finite number of unknown parameters that are estimated from the data.
- Nonparametric regression refers to techniques that allow the regression function to lie in a specified set of functions, which may be infinite-dimensional.
- The performance of regression analysis methods in practice depends on the form of the data generating process and how it relates to the regression approach being used.
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Estimating and Making Inferences About the Slope
- You use multiple regression when you have three or more measurement variables.
- When the purpose of multiple regression is prediction, the important result is an equation containing partial regression coefficients (slopes).
- When the purpose of multiple regression is understanding functional relationships, the important result is an equation containing standard partial regression coefficients, like this:
- Where $b'_1$ is the standard partial regression coefficient of $y$ on $X_1$.
- A graphical representation of a best fit line for simple linear regression.
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Evaluating Model Utility
- Multiple regression is beneficial in some respects, since it can show the relationships between more than just two variables; however, it should not always be taken at face value.
- It is easy to throw a big data set at a multiple regression and get an impressive-looking output.
- But many people are skeptical of the usefulness of multiple regression, especially for variable selection, and you should view the results with caution.
- You should examine the linear regression of the dependent variable on each independent variable, one at a time, examine the linear regressions between each pair of independent variables, and consider what you know about the subject matter.
- You should probably treat multiple regression as a way of suggesting patterns in your data, rather than rigorous hypothesis testing.
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Predictions and Probabilistic Models
- Regression models are often used to predict a response variable $y$ from an explanatory variable $x$.
- In regression analysis, it is also of interest to characterize the variation of the dependent variable around the regression function, which can be described by a probability distribution.
- Regression analysis is widely used for prediction and forecasting.
- Performing extrapolation relies strongly on the regression assumptions.
- Here are the required conditions for the regression model:
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The Regression Fallacy
- The regression fallacy fails to account for natural fluctuations and rather ascribes cause where none exists.
- The regression (or regressive) fallacy is an informal fallacy.
- This use of the word "regression" was coined by Sir Francis Galton in a study from 1885 called "Regression Toward Mediocrity in Hereditary Stature. " He showed that the height of children from very short or very tall parents would move towards the average.
- Assuming athletic careers are partly based on random factors, attributing this to a "jinx" rather than regression, as some athletes reportedly believed, would be an example of committing the regression fallacy.
- A picture of Sir Francis Galton, who coined the use of the word "regression
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The Equation of a Line
- In statistics, linear regression can be used to fit a predictive model to an observed data set of $y$ and $x$ values.
- In statistics, simple linear regression is the least squares estimator of a linear regression model with a single explanatory variable.
- Simple linear regression fits a straight line through the set of $n$ points in such a way that makes the sum of squared residuals of the model (that is, vertical distances between the points of the data set and the fitted line) as small as possible.
- Linear regression was the first type of regression analysis to be studied rigorously, and to be used extensively in practical applications.
- If the goal is prediction, or forecasting, linear regression can be used to fit a predictive model to an observed data set of $y$ and $X$ values.
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Slope and Intercept
- In the regression line equation the constant $m$ is the slope of the line and $b$ is the $y$-intercept.
- Regression analysis is the process of building a model of the relationship between variables in the form of mathematical equations.
- A simple example is the equation for the regression line which follows:
- The case of one explanatory variable is called simple linear regression.
- For more than one explanatory variable, it is called multiple linear regression.
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Introduction to Linear Regression
- Identify errors of prediction in a scatter plot with a regression line
- The best-fitting line is called a regression line.
- The sum of the squared errors of prediction shown in Table 2 is lower than it would be for any other regression line.The formula for a regression line is
- This makes the regression line:
- The regression equation is