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Classroom Notes

Illustration of regression towards the means

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Pages 544-550 | Received 12 Jun 2007, Published online: 07 Jul 2008
 

Abstract

This article, presents a procedure for generating a sequence of data sets which will yield exactly the same fitted simple linear regression equation y = a + bx. Unless rescaled, the generated data sets will have progressively smaller variability for the two variables, and the associated response and covariate will ‘regress’ towards their unconditional sample means.

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