Linear regression

Abstract Linear regression plays a fundamental role in statistical modeling. This article provides a step‐by‐step coverage of linear models in the order of model specification, model estimation, statistical inference, variable selection, model diagnosis, and prediction. Computation issues in linear regression and intimately relevant extensions of linear models are also discussed. WIREs Comput Stat 2012, 4:275–294. doi: 10.1002/wics.1198 This article is categorized under: Statistical Models > Linear Models Algorithms and Computational Methods > Least Squares