Linear regressionIn statistics, linear regression is a linear approach for modelling the relationship between a scalar response and one or more explanatory variables (also known as dependent and independent variables). The case of one explanatory variable is called simple linear regression; for more than one, the process is called multiple linear regression. This term is distinct from multivariate linear regression, where multiple correlated dependent variables are predicted, rather than a single scalar variable.
Robust regressionIn robust statistics, robust regression seeks to overcome some limitations of traditional regression analysis. A regression analysis models the relationship between one or more independent variables and a dependent variable. Standard types of regression, such as ordinary least squares, have favourable properties if their underlying assumptions are true, but can give misleading results otherwise (i.e. are not robust to assumption violations).
Regression analysisIn statistical modeling, regression analysis is a set of statistical processes for estimating the relationships 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 '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.
Nonlinear regressionIn 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. In nonlinear regression, a statistical model of the form, relates a vector of independent variables, , and its associated observed dependent variables, . The function is nonlinear in the components of the vector of parameters , but otherwise arbitrary.
Logistic regressionIn statistics, the logistic model (or logit model) is a statistical model that models the probability of an event taking place by having the log-odds for the event be a linear combination of one or more independent variables. In regression analysis, logistic regression (or logit regression) is estimating the parameters of a logistic model (the coefficients in the linear combination).
Regression toward the meanIn statistics, regression toward the mean (also called reversion to the mean, and reversion to mediocrity) is the phenomenon where if one sample of a random variable is extreme, the next sampling of the same random variable is likely to be closer to its mean. Furthermore, when many random variables are sampled and the most extreme results are intentionally picked out, it refers to the fact that (in many cases) a second sampling of these picked-out variables will result in "less extreme" results, closer to the initial mean of all of the variables.
M-estimatorIn statistics, M-estimators are a broad class of extremum estimators for which the objective function is a sample average. Both non-linear least squares and maximum likelihood estimation are special cases of M-estimators. The definition of M-estimators was motivated by robust statistics, which contributed new types of M-estimators. However, M-estimators are not inherently robust, as is clear from the fact that they include maximum likelihood estimators, which are in general not robust.
EstimatorIn statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished. For example, the sample mean is a commonly used estimator of the population mean. There are point and interval estimators. The point estimators yield single-valued results. This is in contrast to an interval estimator, where the result would be a range of plausible values.
Multinomial logistic regressionIn statistics, multinomial logistic regression is a classification method that generalizes logistic regression to multiclass problems, i.e. with more than two possible discrete outcomes. That is, it is a model that is used to predict the probabilities of the different possible outcomes of a categorically distributed dependent variable, given a set of independent variables (which may be real-valued, binary-valued, categorical-valued, etc.).
Segmented regressionSegmented regression, also known as piecewise regression or broken-stick regression, is a method in regression analysis in which the independent variable is partitioned into intervals and a separate line segment is fit to each interval. Segmented regression analysis can also be performed on multivariate data by partitioning the various independent variables. Segmented regression is useful when the independent variables, clustered into different groups, exhibit different relationships between the variables in these regions.