What is regression?

What is regression?

• A. A mathematical function describing how the mean of a continuous dependent variable changes according to the value of one or more exploratory variables
• B. A method for comparing two independent groups
• C. A test for normality
• D. A non-parametric method for categoricals

Answer: (A)

Regression describes how the expected value (the mean) of a continuous outcome changes as one or more predictors vary. In its simplest form, simple linear regression, the model estimates an equation where the mean of the outcome given the predictor is a straight line, so for each unit increase in the predictor the average outcome changes by a fixed amount. With multiple predictors, multiple regression estimates how the outcome's mean shifts with each predictor while holding the others constant. This lets you both predict the outcome for specific predictor values and test how strongly each predictor is associated with the outcome. It's focused on the conditional mean of a continuous variable, not on comparing groups or testing distribution shapes.

Regression describes how the expected value (the mean) of a continuous outcome changes as one or more predictors vary. In its simplest form, simple linear regression, the model estimates an equation where the mean of the outcome given the predictor is a straight line, so for each unit increase in the predictor the average outcome changes by a fixed amount. With multiple predictors, multiple regression estimates how the outcome's mean shifts with each predictor while holding the others constant. This lets you both predict the outcome for specific predictor values and test how strongly each predictor is associated with the outcome. It's focused on the conditional mean of a continuous variable, not on comparing groups or testing distribution shapes.