Regression Analysis and Its Development
Regression analysis aims to predict a target variable statistically by using explanatory variables. The analysis has a long history and is utilized in various situations. We will review linear regression analysis and describe model assessment methods based on the coefficient of determination and Akaike information criterion (AIC). Furthermore, we propose a relative coefficient of determination based on AIC for general statistical modeling. Finally, we illustrate variable selection and discuss recent developments in regression analysis.
KeywordsAkaike information criterion Bayesian information criterion Coefficient of determination Model selection Regression analysis
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