Abstract
In the previous two chapters, we expressed elementary statistics in matrix form as preparation for introducing multivariate analysis procedures. The introduction to those procedures begins in this chapter. Here, we treat regression analysis whose purpose is to predict or explain a variable from a set of other variables. The origin of regression analysis is found in the studies of Francis Golton (1822–1911, British scientist) on heredity stature in the mid-1880s. The history of developments in regression analysis is well summarized in Izenman (2008, pp. 107–108).
The original version of this chapter was revised: Belated corrections have been incorporated. The erratum to this chapter is available at https://doi.org/10.1007/978-981-10-2341-5_17
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Adachi, K. (2016). Regression Analysis. In: Matrix-Based Introduction to Multivariate Data Analysis. Springer, Singapore. https://doi.org/10.1007/978-981-10-2341-5_4
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DOI: https://doi.org/10.1007/978-981-10-2341-5_4
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