Outline of regression analysis

The following outline is provided as an overview of and topical guide to regression analysis:

Regression analysis – use of statistical techniques for learning about the relationship between one or more dependent variables (Y) and one or more independent variables (X).

Overview articles

 * Regression analysis
 * Linear regression

Non-statistical articles related to regression

 * Least squares
 * Linear least squares (mathematics)
 * Non-linear least squares
 * Least absolute deviations
 * Curve fitting
 * Smoothing
 * Cross-sectional study

Basic statistical ideas related to regression

 * Conditional expectation
 * Correlation
 * Correlation coefficient
 * Mean square error
 * Residual sum of squares
 * Explained sum of squares
 * Total sum of squares

Visualization

 * Scatterplot

Linear regression based on least squares

 * General linear model
 * Ordinary least squares
 * Generalized least squares
 * Simple linear regression
 * Trend estimation
 * Ridge regression
 * Polynomial regression
 * Segmented regression
 * Nonlinear regression

Generalized linear models

 * Generalized linear models
 * Logistic regression
 * Multinomial logit
 * Ordered logit
 * Probit model
 * Multinomial probit
 * Ordered probit
 * Poisson regression
 * Maximum likelihood
 * Cochrane–Orcutt estimation

Computation

 * Numerical methods for linear least squares

Inference for regression models

 * F-test
 * t-test
 * Lack-of-fit sum of squares
 * Confidence band
 * Coefficient of determination
 * Multiple correlation
 * Scheffé's method

Challenges to regression modeling

 * Autocorrelation
 * Cointegration
 * Multicollinearity
 * Homoscedasticity and heteroscedasticity
 * Lack of fit
 * Non-normality of errors
 * Outliers

Diagnostics for regression models

 * Regression model validation
 * Studentized residual
 * Cook's distance
 * Variance inflation factor
 * DFFITS
 * Partial residual plot
 * Partial regression plot
 * Leverage
 * Durbin–Watson statistic
 * Condition number

Formal aids to model selection

 * Model selection
 * Mallows's Cp
 * Akaike information criterion
 * Bayesian information criterion
 * Hannan–Quinn information criterion
 * Cross validation

Robust regression

 * Robust regression

Terminology

 * Linear model — relates to meaning of "linear"
 * Dependent and independent variables
 * Errors and residuals in statistics
 * Hat matrix
 * Trend-stationary process
 * Cross-sectional data
 * Time series

Methods for dependent data

 * Mixed model
 * Random effects model
 * Hierarchical linear models

Nonparametric regression

 * Nonparametric regression
 * Isotonic regression

Semiparametric regression

 * Semiparametric regression
 * Local regression

Other forms of regression

 * Total least squares regression
 * Deming regression
 * Errors-in-variables model
 * Instrumental variables regression
 * Quantile regression
 * Generalized additive model
 * Autoregressive model
 * Moving average model
 * Autoregressive moving average model
 * Autoregressive integrated moving average
 * Autoregressive conditional heteroskedasticity