Not to be confused with the financial concept of mean reversion.
Galton's experimental setup (Fig.8)
In statistics, regression toward the mean (also called reversion to the mean, and reversion to mediocrity) is the phenomenon where if one sample of a random variable is extreme, the next sampling of the same random variable is likely to be closer to its mean.[1][2][3] Furthermore, when many random variables are sampled and the most extreme results are intentionally picked out, it refers to the fact that (in many cases) a second sampling of these picked-out variables will result in "less extreme" results, closer to the initial mean of all of the variables.
Mathematically, the strength of this "regression" effect is dependent on whether or not all of the random variables are drawn from the same distribution, or if there are genuine differences in the underlying distributions for each random variable. In the first case, the "regression" effect is statistically likely to occur, but in the second case, it may occur less strongly or not at all.
Regression toward the mean is thus a useful concept to consider when designing any scientific experiment, data analysis, or test, which intentionally selects the most extreme events - it indicates that follow-up checks may be useful in order to avoid jumping to false conclusions about these events; they may be genuine extreme events, a completely meaningless selection due to statistical noise, or a mix of the two cases.[4]
^Everitt, B. S. (August 12, 2002). The Cambridge Dictionary of Statistics (2 ed.). Cambridge University Press. ISBN 978-0521810999.
^Upton, Graham; Cook, Ian (21 August 2008). Oxford Dictionary of Statistics. Oxford University Press. ISBN 978-0-19-954145-4.
^Stigler, Stephen M (1997). "Regression toward the mean, historically considered". Statistical Methods in Medical Research. 6 (2): 103–114. doi:10.1191/096228097676361431. PMID 9261910.
^Chiolero, A; Paradis, G; Rich, B; Hanley, JA (2013). "Assessing the Relationship between the Baseline Value of a Continuous Variable and Subsequent Change Over Time". Frontiers in Public Health. 1: 29. doi:10.3389/fpubh.2013.00029. PMC 3854983. PMID 24350198.
and 21 Related for: Regression toward the mean information
In statistics, regressiontowardthemean (also called reversion to themean, and reversion to mediocrity) is the phenomenon where if one sample of a random...
validity, use the mnemonic acronym, THIS MESS, which stands for: Testing, History, Instrument change, Statistical regressiontowardthemean, Maturation...
Mean reversion may refer to: Regressiontowardthemean Ornstein–Uhlenbeck process Mean reversion (finance) This disambiguation page lists articles associated...
of correlation and widely promoted regressiontowardthemean. He was the first to apply statistical methods to the study of human differences and inheritance...
Look up regression, regressions, or régression in Wiktionary, the free dictionary. Regression or regressions may refer to: Marine regression, coastal advance...
less commonly, the conditional median or some other quantile is used. Like all forms of regression analysis, linear regression focuses on the conditional...
'explanatory variables' or 'features'). The most common form of regression analysis is linear regression, in which one finds the line (or a more complex linear...
would continue until the Cubs would finally win both in 2016. Law of large numbers Gambler's fallacy Regressiontowardthemean "Law of Averages". Cambridge...
In statistics, simple linear regression (SLR) is a linear regression model with a single explanatory variable. That is, it concerns two-dimensional sample...
linear regression, in which there is a single regressor on the right side of theregression equation. The OLS estimator is consistent for the level-one...
persist even when the subject is made aware of them. It also explains why human judgments often fail to show regressiontowardthemean. The theory of attribute...
are subject to regressiontowardthemean. It can be hard to determine whether good or poor short-term safety performance is due to the inherent safety...
regressiontowardthemean. Heuristics can be considered to reduce the complexity of clinical judgments in health care. A heuristic is stored in the memory...
a placebo due to regression to themean (i.e. a natural recovery or change in symptoms), but this can be ruled out by comparing the placebo group with...
statistician, introduced correlation and regression analysis and discovered regressiontowardthemean. He was also the first to study human differences and...
over the long term, often underperforming in years following their successes, thereby regressingtowardthemean. Malkiel suggests that given the distribution...
Global Information