White Paper

How to Do Linear Regression

How to Do Linear Regression

Pages 21 Pages

This technical whitepaper provides a step-by-step guide to performing linear regression entirely in SQL when more advanced tools are unavailable. It explains how to construct predictor variables, calculate regression coefficients manually using SQL expressions, and validate results using R. The paper walks through detrending and deseasonalizing time-series data, highlighting when simple regression works and where SQL-based approaches reach their limits. Advanced topics include handling seasonality with orthogonal contrasts and validating statistical significance. The guide emphasizes that while SQL is not ideal for all modeling tasks, understanding these techniques expands analysts’ toolkits and enables meaningful analysis on large datasets directly within data warehouses.

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