Meaning of 'Regression'
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Regression = Going Back
Regression has a very specific historical origin that is different from its current statistical meaning.
Sir Francis Galton (19th century), cousin of Charles Darwin, coined 🪙 this term.
Observation:
Galton observed that -
the children 👶 of unusually tall ⬆️ parents 🧑🧑🧒🧒,
tended to be shorter ⬇️ than their parents 🧑🧑🧒🧒,
and children 👶 of unusually short ⬇️ parents 🧑🧑🧒🧒,
tended to be taller ⬆️ than their parents 🧑🧑🧒🧒.
Galton named this biological tendency - ‘regression towards mediocrity/mean’.
Galton used method of least squares to model this relationship, by fitting a line to the data 📊.
Regression = Fitting a Line
Over time ⏳, the name ‘regression’ got permanently attached to the method of fitting line to the data 📊.
Today in statistics and machine learning, ‘regression’ universally refers to the method of finding the
‘line of best fit’ for a set of data points, NOT the concept of ‘regressing towards the mean’.
End of Section