Multiple linear regression ($\mathbb{E}(Y\mid z)={\beta }_0+{\beta }^{T}z$)

Multiple linear regression models a scalar response by an intercept and several predictors. It is linear in the regression coefficients, even when predictors include transformed variables or interactions. In an observational study, adjustment can address measured confounding, but does not automatically identify a causal effect. Improvements in fitted coefficient of determination require external predictive assessment rather than being treated as proof of improved future prediction.