Summary
This operator performs a multiple linear regression analysis.
Method
Regression analysis is a statistical process for estimating the relationships among variables. Specifically, it is estimated, how the value of a criterion variable (dependent variable) changes when a predictor (independent variable) is varied. The estimation target is a function of the independent variables called the regression function. For more information see for example Wikipedia Regression Analysis.
Source: https://en.wikipedia.org/wiki/Regression_analysis#/media/File:Linear_regression.svg
The operation "Regression Analysis" produces estimates for the coefficients of the independent variables, and an evaluation of the regression in form of a string. Additionally, it is possible to display different statistical measures regarding the regression analysis and plot the data.
Configuration
Input settings of existing table
Name  Value  Opt.  Description  Example 

Identifier  System.Object  opt.  Observations will be grouped by the specified columns. For each group a regression analysis will be computed.   
Independent variables (ind. var.)  System.Object  opt.  Columns, which contain the data for the independent variables. At most one of those columns may have a nonnumeric type and must contain exactly two distinct values. The two values will be encoded 01.   
Dependent variables (dep. var.)  System.Double    Numeric column, which contains the data for the dependent variable.   
Inactive variables  System.Object  opt.  Inactive variables are removed from the regression model without modifying the structure of the event table. In this ways, operators or templates that build on this table structure continue to work even after the regression model has been modified.   
Settings
Name  Value  Opt.  Description  Example 

Coefficients  System.Double    If an estimated coefficient in the absolute value is larger or smaller than the defined value, a * is appended to the description string. Otherwise a  is appended.   
pValue variables  System.Double    If the pvalue for an independent variable is greater than or equal to the specified value, a * sign will be appended to the description string, otherwise a  will be appended.   
@RSQUARED  System.Double    If R² is greater than or equal to the specified value, a * sign will be appended to the description string, otherwise a  will be appended.   
Adjusted R²  System.Double    If the adjusted R² is greater than or equal to the specified value, a * sign will be appended to the description string, otherwise a ! will be appended.   
ANOVA pvalue  System.Double    If the pvalue of the ANOVA is less than or equal to the specified value, a * sign will be appended to the description string, otherwise a  will be appended.   
Select all numeric columns  System.Boolean    All numeric columns (except the columns for the dependent variables and identifiers) are selected as independent variables.   
Exclude variables  System.Boolean    If selected, independent variables which don't have significant influence on the dependent variable are excluded via backward elimination. Whether variable has significant influence or not depends on its pvalue and the limit specified under 'pvalue variables'.   
Visualization  System.Boolean    If selected, estimated values for the dependent variable above the arithmetic means and/or medians of the individual dependent variables are calculated and shown.   
Coefficients (i. v.)  System.Boolean    The coefficients of the independent variables calculated in the regression analysis are shown in the result.   
p values (ind. var.)  System.Boolean    The pvalues of the independent variables are shown in the result.   
Statistics (ind. var.)  System.Boolean    Arithmetic mean, median, standard deviation, variance, skew and kurtosis of the data for independent variables are shown.   
Min/Max/Quantile (ind. var.)  System.Boolean    Minima, maxima and various quantiles (10%, 25%, 50%, 75%, 90%) of the data for the independent variables are shown.   
Statistics (dep. var.)  System.Boolean    Arithmetic mean, median, standard deviation, variance, skew and kurtosis of the data for dependent variables are shown. Additionally, the number of observations and the pvalue from the AndersonDarling test on normal distribution are output.   
Min/Max/Quantile (dep. var.)  System.Boolean    Minimum, maximum and various quantiles (10%, 25%, 50%, 75%, 90%) of the data for the dependent variables are shown.   
R² / pvalue ANOVA  System.Boolean    Rsquared R² ANOVA pvalue are shown in the result.   
Show adjusted R²  System.Boolean    The modified Rsquared is shown in the result.   
Evaluation  System.Boolean    Show description string removed in version 4.0 of the operator   
Want to learn more?
This operator performs a multiple linear regression analysis.
Examples
Example: Does the employee count predict sales?
Situation  A company expects a linear relation between the number of employees and sales. Therefore, they measure the number of employees and the sales figures in different regions. This assumption shall be examined by calculating a linear regression analysis. 

Settings  In this example, we chose the following settings: 
Result 

ProjectFile 
Example 2: Multivariate linear regression
Situation  The company from example 1 provides a training for their employees, and assumes that it has a positive effect on the resulting sales. Therefore, the number of employees, their training status (yes/no), and sales figures are measured in different regions. We now want to calculate a regression model which includes only significant predictors of the sales figures. Furthermore, we want to estimate the average sales in case the significant factors are increased by one. 

Settings  In this example, we chose the following settings: 
Result 

Troubleshooting
Problem  Frequent Causes  Solutions 

Error message or "n. def."  1. There are too few values to estimate this figure.  Create larger groups, or categories (= less differentiation by identifier categories). 
2. An independent variable shows only one value and does not vary. No calculation is possible.  Do not use this independent variable, since it does not vary (requirement for regression analysis).  
3. Two or more variables are linearly dependent. E.g.,
Using A,B, and TOTAL as independent variables does not allow to distinguish between the effects of each single variable.  Do not use any of these variables (only independent variables).  
Error message  If the option "Select all numeric columns is set", the semantics of each column needs to be set to "Number"  Use the operator Format columns and change the semantics. 