Regression coefficient
From Encyclopedia of Mathematics
A coefficient of an independent variable in a regression equation. For example, in the linear regression equation 
, connecting the random variables 
and 
, the regression coefficients 
and 
are given by
 |
where 
is the correlation coefficient of 
and 
, 
, 
, 
, and 
. The calculation of estimates for regression coefficients (sample regression coefficients) is a fundamental problem of regression analysis.
How to Cite This Entry:
Regression coefficient. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Regression_coefficient&oldid=19256
Regression coefficient. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Regression_coefficient&oldid=19256
This article was adapted from an original article by A.V. Prokhorov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article