Linear regression

Linear regression The general process of fitting data to a linear combination of basic functions is termed linear regression. Linear least squares regression is by far the most widely used modelling method; it is what most people mean when they say they have used ‘regression’, ‘linear regression’ or ‘least squares’ to fit a model to their data. Not only is linear least squares regression the most widely used modelling method, but it has been adapted to a broad range of situations that are outside its direct scope. It plays a strong underlying role in many other modelling methods. This chapter explains how regression lines are determined.