Linear Regression
Linear Regression
Linear regression refers to a linear estimation of the relationship between a dependent variable and one or more independent variables.
Social researchers typically assume that two variables are linearly related unless they have strong reasons to believe the relationship is nonlinear. In general, a linear relationship between a dependent variable (Y ) and an independent variable (X) can be expressed by the equation Y = a + bX, where a is a fixed constant. The value of the dependent variable (Y ) equals the sum of a constant (a ) plus the value of the slope (b ) times the value of the independent variable (X). The slope (b ) shows the amount of change in Y variable for every oneunit change in X. The constant (a ) is also called the Yintercept, which determines the value of Y when X = 0.
Theoretically, if the dependent variable Y can be perfectly estimated by the independent variable X, then the y should be precisely located on the predicted line. The equation of the predicted line can be expressed as Ŷ = a + bX. The Ŷ (“Y hat”) represents the predicted value Y. However, actual social data never follow a perfect linear relationship. In fact, the actual observed value of Y is rarely on the predicted line. Therefore, it is necessary to take the deviations between the predicted value and actual value into account through the linear regression model. In the linear regression model, for every X value in the data, the linear equation will predict a Y value on the “bestfitting” line. This “bestfitting” line is called a regression line. The linear regression model should then be expressed as Y = a + bX + e. The e is the error term, or a residual, which represents the distance between predicted value (Ŷ) and the actual Y value in the data.
The goal of linear regression estimation is to develop a procedure that identifies and defines the straight line that provides the best fit for any specific set of data. A basic approach of linear regression is to estimate, by minimizing the residuals, the values for the two regression coefficients (a and b ) based on the observed data. In other words, the predicted errors estimated by regression equation must be smaller than the errors made with any other linear relationship. To determine how close the predicted scores are to the observed scores, the method of Ordinary Least Squares (OLS) is the most popular approach used in the linear regression.
OLS estimates regression equation coefficients (a and b ) that minimize the error sum of squares. That is, the OLS approach sums the squared differences between each observed score (Y ) and its score predicted by the regression equation Ŷ, and produces a quantity smaller than that obtained by using any other straight linear equation. The result is a measure of overall squared error between the line and the data: Total squared error = Σ (YŶ)^{2}.
In Figure 1 the distance between the actual data point (Y ) and the predicted point on the line (Ŷ) is defined as YŶ. The bestfitting line to the data should thus show a sum of absolute values of YŶ to be the minimum, or the
sum of distances between YŶ to be the shortest if there are only two sets of X and Y. Because some of these distances will be positive and some will be negative, the sum of the residuals, Σ(YŶ) = Σe, is always zero. The process of squaring removes the negative signs so that the sum of these squared errors is greater than zero. Also, it minimizes the sum of all the squared prediction errors.
Under certain ideal conditions, OLS is in fact superior to other estimators. If these necessary assumptions are true, OLS is the best linear unbiased estimator of corresponding population parameters. The OLS assumptions include:
 Linearity. The relationship between the dependent variable (Y ) and independent variable(s) (Xs) has to be linear. But sometimes the true relationship is better described by a curve.
 Normality. It is assumed that y has a normal distribution for every possible value of X. This assumption is especially important in small samples for the marked skewness or severe outliers of residuals.
 Homoscedasticity. It is assumed that the population variance of Y is the same at all levels of X. This assumption of homoscedasticity is required for regression t and F tests, as well as differenceofmeans tests and analysis of variance.
 No autocorrelation. The sample observations are assumed to be independent of each other if they were individually and randomly selected from a large population. That is, there should be no correlation between errors and X variables (Hamilton 1992, pp. 110111).
However, perfect data fitted with all OLS assumptions are rather rare in practice. For example, the OLS assumptions may be violated by problems of a nonlinear relationship, omitting relevant independent variables (Xs) including irrelevant independent variables (Xs), correlation between X and errors, X measured with errors, heteroscedasticity, nonnormal distribution, and multicollinearity, and so on. To deal with these problems, certain nonlinear robust estimators are better and more efficient than the OLS estimation, which will yield unbiased estimations of the correlation between X and Y variables. Therefore, the selection of regression techniques is highly dependent on the characteristics of the selected data.
SEE ALSO Logistic Regression; Ordinary Least Squares Regression
BIBLIOGRAPHY
Hamilton, Lawrence C. 1992. Regression with Graphics: A Second Course in Applied Statistics. Belmont, CA: Duxbury Press.
ChiungFang Chang
Cite this article
Pick a style below, and copy the text for your bibliography.

MLA

Chicago

APA
"Linear Regression." International Encyclopedia of the Social Sciences. . Encyclopedia.com. 20 Nov. 2018 <https://www.encyclopedia.com>.
"Linear Regression." International Encyclopedia of the Social Sciences. . Encyclopedia.com. (November 20, 2018). https://www.encyclopedia.com/socialsciences/appliedandsocialsciencesmagazines/linearregression
"Linear Regression." International Encyclopedia of the Social Sciences. . Retrieved November 20, 2018 from Encyclopedia.com: https://www.encyclopedia.com/socialsciences/appliedandsocialsciencesmagazines/linearregression
Citation styles
Encyclopedia.com gives you the ability to cite reference entries and articles according to common styles from the Modern Language Association (MLA), The Chicago Manual of Style, and the American Psychological Association (APA).
Within the “Cite this article” tool, pick a style to see how all available information looks when formatted according to that style. Then, copy and paste the text into your bibliography or works cited list.
Because each style has its own formatting nuances that evolve over time and not all information is available for every reference entry or article, Encyclopedia.com cannot guarantee each citation it generates. Therefore, it’s best to use Encyclopedia.com citations as a starting point before checking the style against your school or publication’s requirements and the mostrecent information available at these sites:
Modern Language Association
The Chicago Manual of Style
http://www.chicagomanualofstyle.org/tools_citationguide.html
American Psychological Association
Notes:
 Most online reference entries and articles do not have page numbers. Therefore, that information is unavailable for most Encyclopedia.com content. However, the date of retrieval is often important. Refer to each style’s convention regarding the best way to format page numbers and retrieval dates.
 In addition to the MLA, Chicago, and APA styles, your school, university, publication, or institution may have its own requirements for citations. Therefore, be sure to refer to those guidelines when editing your bibliography or works cited list.
linear regression
linear regression In statistics, a comparison of two sets of data to see if there is a linear relationship.
Cite this article
Pick a style below, and copy the text for your bibliography.

MLA

Chicago

APA
"linear regression." A Dictionary of Earth Sciences. . Encyclopedia.com. 20 Nov. 2018 <https://www.encyclopedia.com>.
"linear regression." A Dictionary of Earth Sciences. . Encyclopedia.com. (November 20, 2018). https://www.encyclopedia.com/science/dictionariesthesaurusespicturesandpressreleases/linearregression
"linear regression." A Dictionary of Earth Sciences. . Retrieved November 20, 2018 from Encyclopedia.com: https://www.encyclopedia.com/science/dictionariesthesaurusespicturesandpressreleases/linearregression
Citation styles
Encyclopedia.com gives you the ability to cite reference entries and articles according to common styles from the Modern Language Association (MLA), The Chicago Manual of Style, and the American Psychological Association (APA).
Within the “Cite this article” tool, pick a style to see how all available information looks when formatted according to that style. Then, copy and paste the text into your bibliography or works cited list.
Because each style has its own formatting nuances that evolve over time and not all information is available for every reference entry or article, Encyclopedia.com cannot guarantee each citation it generates. Therefore, it’s best to use Encyclopedia.com citations as a starting point before checking the style against your school or publication’s requirements and the mostrecent information available at these sites:
Modern Language Association
The Chicago Manual of Style
http://www.chicagomanualofstyle.org/tools_citationguide.html
American Psychological Association
Notes:
 Most online reference entries and articles do not have page numbers. Therefore, that information is unavailable for most Encyclopedia.com content. However, the date of retrieval is often important. Refer to each style’s convention regarding the best way to format page numbers and retrieval dates.
 In addition to the MLA, Chicago, and APA styles, your school, university, publication, or institution may have its own requirements for citations. Therefore, be sure to refer to those guidelines when editing your bibliography or works cited list.
linear regression
linear regression See REGRESSION.
Cite this article
Pick a style below, and copy the text for your bibliography.

MLA

Chicago

APA
"linear regression." A Dictionary of Sociology. . Encyclopedia.com. 20 Nov. 2018 <https://www.encyclopedia.com>.
"linear regression." A Dictionary of Sociology. . Encyclopedia.com. (November 20, 2018). https://www.encyclopedia.com/socialsciences/dictionariesthesaurusespicturesandpressreleases/linearregression
"linear regression." A Dictionary of Sociology. . Retrieved November 20, 2018 from Encyclopedia.com: https://www.encyclopedia.com/socialsciences/dictionariesthesaurusespicturesandpressreleases/linearregression
Citation styles
Encyclopedia.com gives you the ability to cite reference entries and articles according to common styles from the Modern Language Association (MLA), The Chicago Manual of Style, and the American Psychological Association (APA).
Within the “Cite this article” tool, pick a style to see how all available information looks when formatted according to that style. Then, copy and paste the text into your bibliography or works cited list.
Because each style has its own formatting nuances that evolve over time and not all information is available for every reference entry or article, Encyclopedia.com cannot guarantee each citation it generates. Therefore, it’s best to use Encyclopedia.com citations as a starting point before checking the style against your school or publication’s requirements and the mostrecent information available at these sites:
Modern Language Association
The Chicago Manual of Style
http://www.chicagomanualofstyle.org/tools_citationguide.html
American Psychological Association
Notes:
 Most online reference entries and articles do not have page numbers. Therefore, that information is unavailable for most Encyclopedia.com content. However, the date of retrieval is often important. Refer to each style’s convention regarding the best way to format page numbers and retrieval dates.
 In addition to the MLA, Chicago, and APA styles, your school, university, publication, or institution may have its own requirements for citations. Therefore, be sure to refer to those guidelines when editing your bibliography or works cited list.