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Multiple Linear Regression

Adding variables, interaction terms, and interpreting richer models

Econometrics 7 chapters · ~12 min

In simple linear regression we used a single variable — salary — to estimate market value. But we can also build better models for estimating market value if we can add more variables that are useful for explaining market value.

Multiple linear regression lets us include more than one predictor (independent variable). We'll start with an additive model (parallel lines for different groups), then add an interaction term to allow the relationship to differ between groups.

We'll look at what happens if we add another independent variable to the model – the player's position.

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