# 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

This article was adapted from an original article by A.V. Prokhorov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article