Multiple linear regression (source code)

= Multiple linear regression
{title2=$\mathbb E(Y\mid z)=\beta_0+\beta^Tz$}

<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.