Definition:Linear Regression

Definition

Let $X$ and $Y$ be random variables.

Let the regression of $Y$ on $X$ be expressible in the form:

$\expect {Y \mid x} = \beta_0 + \beta_1 x$

Then $\expect {Y \mid x}$ is known as linear regression.

Also known as

Linear regression is also known as straight-line regression.

Also see

• Definition:Regression

• Results about linear regression can be found here.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): linear regression
• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): regression
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): linear regression
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): regression