Linear regression includes any approach to modelling a predictive relationship for one set of variables based on another set of variables, in such a way that unknown parameters appear linearly.
Linear regression may also refer to: The ordinary least squares method, one of the most popular methods for estimating a linear regression model for a univariate predictand Weighted least squares, used for fitting linear regression with heteroscedastic errors Generalized least squares, used for fitting linear regression with correlated and/or heteroscedastic errors Simple linear regression, the simplest type of regression, involving only one explanatory variable General linear model for multivariate predictands Generalised linear model for non-normal distributions Bayesian linear regression, where statistical analysis is from a Bayesian viewpoint Bayesian multivariate linear regression, for Bayesian analysis of multiple predictands
See also Line regression