Related Experiment Video
Updated: Jul 20, 2026

Development of an Individual-Tree Basal Area Increment Model using a Linear Mixed-Effects Approach
Published on: July 3, 2020
Using regression models for prediction: shrinkage and regression to the mean
1Department of Statistics, University of Warwick, Coventry, UK. jbc@stats.warwick.ac.uk
Abstract:
The use of a fitted regression model in predicting future cases, either as a diagnostic tool or as an instrument for risk assessment is discussed. The regression to the mean effect implies that the future values of the response variable tend to be closer to the overall mean than might be expected from the predicted values. The extent of this shrinkage is studied for multiple and logistic regression models, and is found to be related to simple goodness-of-fit statistics of the original regression. Shrinkage is a particularly serious problem if the sample size is small and/or the number of covariates is large. Shrinkage of predictors is illustrated by two examples. A more general formulation is suggested.
Related Concept Videos
Regression Toward the Mean
Regression Analysis
In regression analysis, a regression equation is determined based on the line of best fit– a line that best fits the data points plotted in a graph. This line is also called the regression line. The algebraic equation for the regression line is called the regression equation. It is represented as:
Residuals and Least-Squares Property
If the observed data point lies above the line, the residual is positive, and the line underestimates the actual data value for y. If the observed data point lies below the line, the residual is negative, and the line overestimates the actual data value for y.
The process of fitting the best-fit...
Variation
When independent and dependent variables are plotted on a scatter plot, the slope of a line is a value that describes the rate of change between the two...
Multiple Regression
Farmers can use multiple regression to determine the crop yield based on more than one factor, such as water availability, fertilizer, soil properties, etc. Here, the crop yield is the response or dependent variable as it depends on the other independent variables. The analysis requires the construction of a scatter plot...
Microsoft Excel: Regression Analysis
To perform regression...