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I was just wondering why regression problems are called "regression" problems. What is the story behind the name?

One definition for regression: "Relapse to a less perfect or developed state."

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The term "regression" was used by Francis Galton in his 1886 paper "Regression towards mediocrity in hereditary stature". To my knowledge he only used the term in the context of regression toward the mean. The term was then adopted by others to get more or less the meaning it has today as a general statistical method.

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Galton derived a linear approximation to estimate a son's height from the father's height in that paper. His equation was fitted so an average height father would have an average height son, but a taller than average father would have a son that is taller than average by 2/3 the amount his father is. Same with shorter than average. This could be argued to be a simple linear regression (today's meaning). And of course today regression has an even broader meaning: it's any model that makes continuous predictions. It is interesting how much his original usage of that word has changed. – rm999 May 21 '11 at 19:07

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