What statistical tests or rules of thumb can be used as a basis for excluding outliers in linear regression analysis? Are there any special considerations for multilinear regression?

I was just wondering why regression problems are called "regression" problems. What is the story behind the name? One definition for regression: "Relapse to a less perfect or developed state."

Dec 17, 2024 · This kind of regression seems to be much more difficult. I've read several sources, but the calculus for general quantile regression is going over my head. My question is this: …

I was wondering what difference and relation are between forecast and prediction? Especially in time series and regression? For example, am I correct that: In time series, forecasting seems …

Mar 27, 2023 · Regression results are typically estimated based upon parametric Student's t distribution parameters and typically regression, especially from poorly matched to the data …

Also, for OLS regression, R^2 is the squared correlation between the predicted and the observed values. Hence, it must be non-negative. For simple OLS regression with one predictor, this is …

Jun 5, 2012 · In some literature, I have read that a regression with multiple explanatory variables, if in different units, needed to be standardized. (Standardizing consists in subtracting the mean …

Aug 1, 2013 · Note that one perspective on the relationship between regression & correlation can be discerned from my answer here: What is the difference between doing linear regression on …

Dec 23, 2016 · A good residual vs fitted plot has three characteristics: The residuals "bounce randomly" around the 0 line. This suggests that the assumption that the relationship is linear is …

The Pearson correlation coefficient of x and y is the same, whether you compute pearson(x, y) or pearson(y, x). This suggests that doing a linear regression of y given x or x given y should be …