Regressor

Regressor is a term that describes the INDEPENDENT VARIABLE(s) in a regression equation that explain VARIATION in the DEPENDENT VARIABLE (regressand). The regressor is also known as the EXPLANATORY VARIABLE or the exogenous variable. In a system of equations, a variable that is the regressor in one equation may be the regressand in another, thus complicating the use of the term exogenous.

A regressor may be a QUANTITATIVE VARIABLE (i.e., measured on an INTERVAL OR RATIO SCALE) or a qualitative variable (i.e., observed as a nominal or categorical trait). As a matter of convenience in the classical linear regression model, regressors are assumed to be nonstochastic or “fixed in repeated samples.” This assumption may be relaxed with little cost, particularly if the sample size is large.