Linear regression

Linear regression is a kind of parameter estimation that deals with predicting parameters for the linear relation $Y=mX+q$. Linear regression methods take $X$ and $Y$ as an input and provide estimators for $m$ and $q$.

In the context of general linear models, linear regression predicts the parameters $\boldsymbol{\theta}$ of a linear model $f(x;\boldsymbol{\theta})=\theta_{1}\phi_{1}(x)+\ldots+\theta_{M}\phi_{M}(x)$ with $M$ parameters and basis functions $\phi_{1}(x),\ldots,\phi_{M}(x)$.