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Regression to the Mean.

An extraordinary result is often followed by something more ordinary.

Interactive experimentintuitiveField note ·
INTERACTIVE EXPERIMENT / 004

Can a great result repeat?

Measure the same 200 people twice. Their underlying ability never changes.

ILLUSTRATIVE MODEL
030
5%50%
005050100100First score →Second score ↑
Selected top 10%Dashed line: identical scores
Selected group · first
79.9
Same group · second
53.8
Underlying ability · mean
58.1
Selection also selects good luck. The top first scores combine ability and favorable noise. Fresh noise on the second measurement usually brings their average closer to the population mean of 50. A single sample can differ.

Ability is Normal(50, 10²); each measurement adds independent Normal(0, noise²) error. Scores are unbounded units, not exam percentages. Axes adapt to include every score.

THE SHORT VERSION

Regression to the Mean, explained.

Regression to the mean is the tendency for an unusually high or low measurement to be followed by a less extreme one when repeated measurements are imperfectly correlated.

01 / THE MECHANISM

Why it happens

A standout result often combines a persistent component with temporary luck or measurement noise. Selecting the extremes also selects unusual noise. On a later measurement, that temporary component need not repeat.

In the experiment, each person has an unchanged underlying ability. Their two scores add fresh, independent noise to that same ability. Selecting the highest first scores also selects people whose first measurement was unusually favorable.

The next measurement usually removes some of that advantage at the group level. Nobody had to become less capable. Selecting on an unusually bad first result creates the opposite tendency.

Read the result

Compare first and second scores for the selected extreme group. Lower correlation produces more movement toward the population average; it does not force every individual point to move in that direction.

02 / FOLLOW IT THROUGH

A worked example

A team rebounds after a bad week

  1. Choose teams because their first-week results were unusually poor.

  2. Some had bad luck as well as weak performance. A second week with different luck may look better without any intervention.

  3. A comparison group helps distinguish this selection effect from an improvement caused by a new policy.

OPTIONAL DEEPER DETAILGo deeper: inside the model

Inside this model

Ability is normally distributed with mean 50 and standard deviation 10. Both scores add normally distributed noise with mean zero and the standard deviation you choose.

The model’s correlation between repeated scores is 100 / (100 + noise²). With no noise the correlation is 1 and scores match exactly. With noise, the conditional expected second score is 50 + correlation × (first score − 50). Scores are unbounded units.

03 / BEYOND THE EXPERIMENT

Where this idea is useful

A change following an unusually good or bad result does not by itself identify a cause. A comparison group can help distinguish a real intervention from selection and noise.

CHECK YOUR INTUITION

A common misconception

THE TEMPTING CONCLUSION

“Every extreme score must move toward the average next time.”

THE MORE USEFUL DISTINCTION

Regression describes a conditional tendency across observations, not a rule that determines the next result for one person.

What this explanation leaves out

  • The model has stable ability and independent errors. Learning, fatigue, shared conditions, and real trends can change the pattern.
  • Regression is a conditional average tendency, not a force that guarantees the next individual score will be closer to 50.
ONE MORE QUESTION

Is regression to the mean the same as genuine improvement?

No. Improvement changes an underlying process; regression can happen with stable ability and fresh noise. Both may occur together, so the before-and-after difference alone is insufficient.

TAKE THE IDEA WITH YOU

Was a group chosen because its first result was extreme? How would that affect a before-and-after comparison?

Associated thinkers

Associations marked provisional are awaiting source review.

Further reading

For a broader treatment of regression, measurement, and inference, see the authors’ resources for Regression and Other Stories.