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Regression Analysis and Its Development

  • Ryuei Nishii
Chapter
Part of the Mathematics for Industry book series (MFI, volume 5)

Abstract

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.

Keywords

Akaike information criterion Bayesian information criterion  Coefficient of determination Model selection Regression analysis 

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Copyright information

© Springer Japan 2014

Authors and Affiliations

  1. 1.Institute of Mathematics for IndustryKyushu UniversityNishi-kuJapan

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