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Outline of regression analysis

The following outline is provided as an overview of and topical guide to regression analysis:

Overview articles

• Regression analysis • Linear regression ==Non-statistical articles related to regression==

Non-statistical articles related to regression

• Least squares • Linear least squares (mathematics) • Non-linear least squares • Least absolute deviations • Curve fitting • Smoothing • Cross-sectional study ==Basic statistical ideas related to regression==

Basic statistical ideas related to regression

• Conditional expectation • Correlation • Correlation coefficient • Mean square error • Residual sum of squares • Explained sum of squares • Total sum of squares ==Visualization==

Visualization

• Scatterplot ==Linear regression based on least squares==

Linear regression based on least squares

• General linear model • Ordinary least squares • Generalized least squares • Simple linear regression • Trend estimation • Ridge regression • Polynomial regression • Segmented regression • Nonlinear regression ==Generalized linear models==

Generalized linear models

• Generalized linear models • Logistic regression • Multinomial logit • Ordered logit • Probit model • Multinomial probit • Ordered probit • Poisson regression • Maximum likelihood • Cochrane–Orcutt estimation ==Computation==

Computation

• Numerical methods for linear least squares ==Inference for regression models==

Inference for regression models

• F-test • t-test • Lack-of-fit sum of squares • Confidence band • Coefficient of determination • Multiple correlation • Scheffé's method ==Challenges to regression modeling==

Challenges to regression modeling

• Autocorrelation • Cointegration • Multicollinearity • Homoscedasticity and heteroscedasticity • Lack of fit • Non-normality of errors • Outliers ==Diagnostics for regression models==

Diagnostics for regression models

• Regression model validation • Studentized residual • Cook's distance • Variance inflation factor • DFFITS • Partial residual plot • Partial regression plot • Leverage • Durbin–Watson statistic • Condition number ==Formal aids to model selection==

Formal aids to model selection

• Model selection • Mallows's Cp • Akaike information criterion • Bayesian information criterion • Hannan–Quinn information criterion • Cross validation ==Robust regression==

Robust regression

• Robust regression ==Terminology==

Terminology

• Linear model — relates to meaning of "linear" • Dependent and independent variables • Errors and residuals in statistics • Hat matrix • Trend-stationary process • Cross-sectional data • Time series ==Methods for dependent data==

Methods for dependent data

• Mixed model • Random effects model • Hierarchical linear models ==Nonparametric regression==

Nonparametric regression

• Nonparametric regression • Isotonic regression ==Semiparametric regression==

Semiparametric regression

• Semiparametric regression • Local regression ==Other forms of regression==

Other forms of regression

• Total least squares regression • Deming regression • Errors-in-variables model • Instrumental variables regression • Quantile regression • Generalized additive model • Autoregressive model • Moving average model • Autoregressive moving average model • Autoregressive integrated moving average • Autoregressive conditional heteroskedasticity ==See also==

Source: Wikipedia ↗

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