Multiple Regression Model Introduction
Multiple regression model (a regression having multi-variable) is referred to as a regression model having more than one predictor (independent and explanatory variable) to explain a response (dependent) variable. We know that in simple regression models has one predictor used to explain a single response while for the case of multiple (multivariable) regression models, more than one predictor in the models. Simple regression models and multiple (multivariable) regression models can further be categorized as linear or non-linear regression models.
Note that linearity does not base on predictors or addition of more predictors in the simple regression model, it is referred to the parameter of variability (parameters attached with predictors). If the parameters of variability having a constant rate of change then the models are referred to as linear models either it is a simple regression model or multiple (multivariable) regression models. It is assumed that the relationship between variables is considered as linear, though this assumption can never be confirmed for the case of multiple linear regression. However, as a rule, it is better to look at bivariate scatter diagram of the variable of interests, you check that there should be no curvature in the relationship.
Multiple regression also allows to determine the overall fit (which is known as variance explained) of the model and the relative contribution of each of the predictors to the total variance explained (overall fit of the model). For example, one may be interested to know how much of the variation in exam performance can be explained by the following predictors such as revision time, test anxiety, lecture attendance and gender “as a whole”, but also the “relative contribution” of each independent variable in explaining the variance.
A multiple regression model has the form
\[y=\alpha+\beta_1 x_1+\beta_2 x_2+\cdots+\beta_k x_k+\varepsilon\]
Here y is continuous variables, x’s are known as predictors which may be continuous, categorical or discrete. The above model is referred to as a linear multiple (multivariable) regression model.
For example prediction of college GPA by using, high school GPA, test scores, time gives to study and rating of high school as predictors.