Statistics Toolbox

Multiple Linear Regression

The purpose of multiple linear regression is to establish a quantitative relationship between a group of predictor variables (the columns of X) and a response, y. This relationship is useful for:

• Understanding which predictors have the greatest effect.
• Knowing the direction of the effect (i.e., increasing x increases/decreases y).
• Using the model to predict future values of the response when only the predictors are currently known.

The following sections explain multiple linear regression in greater detail:

• Mathematical Foundations of Multiple Linear Regression
• Example: Multiple Linear Regression

Example: N-Way ANOVA with Large Data Set

Mathematical Foundations of Multiple Linear Regression