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Concept
Régression polynomiale
Résumé
In statistics, polynomial regression is a form of regression analysis in which the relationship between the independent variable x and the dependent variable y is modelled as an nth degree polynomial in x. Polynomial regression fits a nonlinear relationship between the value of x and the corresponding conditional mean of y, denoted E(y |x). Although polynomial regression fits a nonlinear model to the data, as a statistical estimation problem it is linear, in the sense that the regression function E(y | x) is linear in the unknown parameters that are estimated from the data. For this reason, polynomial regression is considered to be a special case of multiple linear regression.
The explanatory (independent) variables resulting from the polynomial expansion of the "baseline" variables are known as higher-degree terms. Such variables are also used in classification settings.
Polynomial regression models are usually fit using the method of least squares. The least-squares method minimizes the variance of the unbiased estimators of the coefficients, under the conditions of the Gauss–Markov theorem. The least-squares method was published in 1805 by Legendre and in 1809 by Gauss. The first design of an experiment for polynomial regression appeared in an 1815 paper of Gergonne. In the twentieth century, polynomial regression played an important role in the development of regression analysis, with a greater emphasis on issues of design and inference. More recently, the use of polynomial models has been complemented by other methods, with non-polynomial models having advantages for some classes of problems.
The goal of regression analysis is to model the expected value of a dependent variable y in terms of the value of an independent variable (or vector of independent variables) x. In simple linear regression, the model
is used, where ε is an unobserved random error with mean zero conditioned on a scalar variable x. In this model, for each unit increase in the value of x, the conditional expectation of y increases by β1 units.
Source officielle
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