reviewWiley Interdisciplinary Reviews Computational StatisticsFeb 10, 2012GREEN OA

Linear regression

XSXiaogang SuXYXin YanCTChih‐Ling Tsai

University of Alabama at Birmingham · University of Central Florida · +1 more institution

Indexed incrossref

Abstract

Abstract Linear regression plays a fundamental role in statistical modeling. This article provides a step‐by‐step coverage of linear models in the order of model specification, model estimation, statistical inference, variable selection, model diagnosis, and prediction. Computation issues in linear regression and intimately relevant extensions of linear models are also discussed. WIREs Comput Stat 2012, 4:275–294. doi: 10.1002/wics.1198 This article is categorized under: Statistical Models > Linear Models Algorithms and Computational Methods > Least Squares

Citation impact

592
total citations
FWCI
0.93
Percentile
100%
References
113
Citations per year

Authors

3

Topics & keywords

Topics
Keywords
  • Proper linear model
  • Linear regression
  • Linear model
  • Statistical inference
  • Computer science
  • Model selection
  • Linear predictor function
  • Feature selection
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