What is a Regressor in Statistics?

A regressor is a variable in a statistical model that is used to predict the value of the dependent variable. In other words, it is a variable that is used to explain the variation in the dependent variable.

For example, if we are trying to predict the price of a house based on its size and location, the size of the house would be a regressor and the price of the house would be the dependent variable. The regression model would use the size of the house to predict the price of the house.

Regressors can be either independent or dependent variables, but they are always used to explain the variation in the dependent variable. In a simple linear regression model, there is only one regressor, but in a multiple linear regression model, there can be multiple regressors.

It's important to note that not all variables are suitable as regressors. The variable should be measurable and should have a linear relationship with the dependent variable. Additionally, the variable should not be highly correlated with other variables in the model, as this can lead to multicollinearity issues.