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Data Analysis and Graphics Using R, Third Edition by W. John Braun, John Maindonald

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6

Multiple linear regression

In straight line regression, a response variable y is regressed on a single explanatory variable x. Multiple linear regression generalizes this methodology to allow multiple explanatory or predictor variables. The focus may be on accurate prediction. Or it may, alternatively or additionally, be on the regression coefficients themselves. Be warned that interpreting the regression coefficients is not as straightforward as it might appear.

The discussion will emphasize the use of model diagnostics, and of graphs that give insight into the model fit. Diagnostic checks are intended to assist in the tuning of models so that ...

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