Outline of regression analysis
Appearance
In statistics, regression analysis includes any technique for learning about the relationship between one or more dependent variables Y and one or more independent variables X.
The following outline is an overview and guide to the variety of topics included within the subject of regression analysis.
Overview articles
Non-statistical articles related to regression
- Least squares
- Linear least squares
- Non-linear least squares
- Least absolute deviations
- Curve fitting
- Smoothing
Basic statistical ideas related to regression
Visualization
Linear regression based on least squares
- General linear model
- Ordinary least squares
- Generalized least squares
- Simple linear regression
- Ridge regression
- Polynomial regression
- Segmented regression
- Nonlinear regression
Generalized linear models
Inference for regression models
- F-test
- t-test
- Lack-of-fit sum of squares
- Confidence band
- Coefficient of determination
- Scheffé's method
Diagnostics for regression models
- Studentized residual
- Cook's distance
- Variance inflation factor
- DFFITS
- Partial residual plot
- Partial regression plot
- Leverage
Formal aids to model selection
- Mallows' Cp
- Akaike information criterion
- Bayesian information criterion
- Hannan-Quinn information criterion
- Cross validation
Robust regression
Challenges to regression modeling
- Autocorrelation
- Multicollinearity
- Homoscedasticity and heteroscedasticity
- Lack of fit
- Non-normality of errors
- Outliers
Terminology
- Linear model — relates to meaning of "linear"
- Dependent and independent variables
- Errors and residuals in statistics
- Hat matrix
Methods for dependent data
Nonparametric regression
Semiparametric regression
Other forms of regression
- Total least squares regression
- Errors-in-variables model
- Instrumental variables regression
- Quantile regression
- Generalized additive model
- Probit model