Multiple linear regression

GPTKB entity

Statements (48)
Predicate Object
gptkbp:instanceOf statistical analysis
gptkbp:alternativeTo gptkb:Ridge_regression
gptkb:Lasso_regression
Principal component regression
gptkbp:assumes Linearity
Homoscedasticity
Independence of errors
Normality of errors
No multicollinearity
gptkbp:canBe gptkb:t-test
ANOVA
F-test
gptkbp:detects gptkb:Outliers
Influential points
Multicollinearity
gptkbp:field Statistics
Data science
Machine learning
Econometrics
gptkbp:firstDescribed gptkb:Francis_Galton
19th century
gptkbp:form Y = β0 + β1X1 + β2X2 + ... + βnXn + ε
https://www.w3.org/2000/01/rdf-schema#label Multiple linear regression
gptkbp:inferenceMethod gptkb:Ordinary_least_squares
Maximum likelihood estimation
gptkbp:input Dependent variable
Multiple independent variables
gptkbp:limitation Sensitive to outliers
Affected by multicollinearity
Assumes linear relationships
gptkbp:output R-squared
Residuals
Intercept
Adjusted R-squared
Regression coefficients
gptkbp:relatedTo gptkb:Linear_regression
gptkb:Ordinary_least_squares
gptkb:Regression_analysis
gptkbp:software gptkb:SAS
gptkb:SPSS
gptkb:Stata
R
Python (scikit-learn)
gptkbp:usedFor Predicting a dependent variable using multiple independent variables
gptkbp:visualizes Partial regression plots
Residual plots
gptkbp:bfsParent gptkb:General_linear_model
gptkbp:bfsLayer 7