top | item 24461366

(no title)

savagedata | 5 years ago

One of my favorite data science factoids is how "regression" (to return to a former state) came to mean "prediction of a continuous variable".

In the late 1800s, Sir Francis Galton noticed that extremely tall or short parents usually had children that were not as tall or short as themselves, i.e. the children's heights were regressing (returning) to the mean. He collected hundreds of data points, graphed them, and estimated a coefficient describing this relationship, thereby inventing "linear regression."

We call them "regression" models simply because the first linear regression model was created to demonstrate the concept of regression to the mean.

https://en.wikipedia.org/wiki/Regression_toward_the_mean#His...

discuss

order

No comments yet.