We will introduce the model's specification and objective function, methods to learn its parameters, statistical assumptions that allow for inference and diagnostics of these assumptions, as well as extensions to adapt the model to situations where these assumptions fail.
The multiple linear regression model
How to formulate the model
The multiple regression model defines a linear functional relationship between one continuous outcome variable and p input variables that can be of any type but may require preprocessing. Multivariate regression, in contrast, refers to the regression of multiple outputs on multiple input variables.
In the population, the linear regression model has the following form for a single instance...
